mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 8,508 8,502 -6 -0.1% 8,692
High 8,563 8,596 33 0.4% 8,880
Low 8,462 8,475 13 0.2% 8,627
Close 8,493 8,550 57 0.7% 8,790
Range 101 121 20 19.8% 253
ATR 175 171 -4 -2.2% 0
Volume 22,622 19,946 -2,676 -11.8% 643,075
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,903 8,848 8,617
R3 8,782 8,727 8,583
R2 8,661 8,661 8,572
R1 8,606 8,606 8,561 8,634
PP 8,540 8,540 8,540 8,554
S1 8,485 8,485 8,539 8,513
S2 8,419 8,419 8,528
S3 8,298 8,364 8,517
S4 8,177 8,243 8,484
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,525 9,410 8,929
R3 9,272 9,157 8,860
R2 9,019 9,019 8,837
R1 8,904 8,904 8,813 8,962
PP 8,766 8,766 8,766 8,794
S1 8,651 8,651 8,767 8,709
S2 8,513 8,513 8,744
S3 8,260 8,398 8,721
S4 8,007 8,145 8,651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,810 8,462 348 4.1% 140 1.6% 25% False False 37,785
10 8,900 8,462 438 5.1% 157 1.8% 20% False False 86,500
20 8,900 8,194 706 8.3% 175 2.0% 50% False False 120,794
40 8,900 7,752 1,148 13.4% 182 2.1% 70% False False 142,254
60 8,900 7,381 1,519 17.8% 198 2.3% 77% False False 153,444
80 8,900 6,416 2,484 29.1% 216 2.5% 86% False False 134,060
100 8,900 6,416 2,484 29.1% 217 2.5% 86% False False 107,269
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,110
2.618 8,913
1.618 8,792
1.000 8,717
0.618 8,671
HIGH 8,596
0.618 8,550
0.500 8,536
0.382 8,521
LOW 8,475
0.618 8,400
1.000 8,354
1.618 8,279
2.618 8,158
4.250 7,961
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 8,545 8,561
PP 8,540 8,557
S1 8,536 8,554

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

View Archives - Comment on this page... - Back to Index of Symbols