mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 8,291 8,382 91 1.1% 8,269
High 8,424 8,556 132 1.6% 8,556
Low 8,230 8,352 122 1.5% 8,194
Close 8,384 8,488 104 1.2% 8,488
Range 194 204 10 5.2% 362
ATR 199 200 0 0.2% 0
Volume 168,653 199,270 30,617 18.2% 659,658
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 9,077 8,987 8,600
R3 8,873 8,783 8,544
R2 8,669 8,669 8,526
R1 8,579 8,579 8,507 8,624
PP 8,465 8,465 8,465 8,488
S1 8,375 8,375 8,469 8,420
S2 8,261 8,261 8,451
S3 8,057 8,171 8,432
S4 7,853 7,967 8,376
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 9,499 9,355 8,687
R3 9,137 8,993 8,588
R2 8,775 8,775 8,554
R1 8,631 8,631 8,521 8,703
PP 8,413 8,413 8,413 8,449
S1 8,269 8,269 8,455 8,341
S2 8,051 8,051 8,422
S3 7,689 7,907 8,389
S4 7,327 7,545 8,289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,556 8,194 362 4.3% 207 2.4% 81% True False 164,628
10 8,576 8,176 400 4.7% 201 2.4% 78% False False 158,061
20 8,576 8,047 529 6.2% 187 2.2% 83% False False 159,993
40 8,576 7,653 923 10.9% 200 2.4% 90% False False 165,137
60 8,576 6,416 2,160 25.4% 226 2.7% 96% False False 155,139
80 8,576 6,416 2,160 25.4% 228 2.7% 96% False False 116,409
100 8,850 6,416 2,434 28.7% 228 2.7% 85% False False 93,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,423
2.618 9,090
1.618 8,886
1.000 8,760
0.618 8,682
HIGH 8,556
0.618 8,478
0.500 8,454
0.382 8,430
LOW 8,352
0.618 8,226
1.000 8,148
1.618 8,022
2.618 7,818
4.250 7,485
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 8,477 8,456
PP 8,465 8,425
S1 8,454 8,393

These figures are updated between 7pm and 10pm EST after a trading day.

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