mini-sized Dow ($5) Future September 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 8,459 8,437 -22 -0.3% 8,634
High 8,508 8,542 34 0.4% 8,828
Low 8,406 8,419 13 0.2% 8,574
Close 8,437 8,493 56 0.7% 8,738
Range 102 123 21 20.6% 254
ATR 169 166 -3 -2.0% 0
Volume 125,638 146,883 21,245 16.9% 96,012
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,854 8,796 8,561
R3 8,731 8,673 8,527
R2 8,608 8,608 8,516
R1 8,550 8,550 8,504 8,579
PP 8,485 8,485 8,485 8,499
S1 8,427 8,427 8,482 8,456
S2 8,362 8,362 8,471
S3 8,239 8,304 8,459
S4 8,116 8,181 8,425
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,475 9,361 8,878
R3 9,221 9,107 8,808
R2 8,967 8,967 8,785
R1 8,853 8,853 8,761 8,910
PP 8,713 8,713 8,713 8,742
S1 8,599 8,599 8,715 8,656
S2 8,459 8,459 8,692
S3 8,205 8,345 8,668
S4 7,951 8,091 8,598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,757 8,406 351 4.1% 138 1.6% 25% False False 117,448
10 8,828 8,406 422 5.0% 150 1.8% 21% False False 60,294
20 8,828 8,138 690 8.1% 169 2.0% 51% False False 30,408
40 8,828 7,704 1,124 13.2% 174 2.0% 70% False False 15,252
60 8,828 7,338 1,490 17.5% 188 2.2% 78% False False 10,190
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,065
2.618 8,864
1.618 8,741
1.000 8,665
0.618 8,618
HIGH 8,542
0.618 8,495
0.500 8,481
0.382 8,466
LOW 8,419
0.618 8,343
1.000 8,296
1.618 8,220
2.618 8,097
4.250 7,896
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 8,489 8,505
PP 8,485 8,501
S1 8,481 8,497

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

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