mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 8,461 8,283 -178 -2.1% 8,718
High 8,509 8,326 -183 -2.2% 8,720
Low 8,275 8,228 -47 -0.6% 8,406
Close 8,283 8,257 -26 -0.3% 8,476
Range 234 98 -136 -58.1% 314
ATR 168 163 -5 -3.0% 0
Volume 109,665 138,109 28,444 25.9% 632,934
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,564 8,509 8,311
R3 8,466 8,411 8,284
R2 8,368 8,368 8,275
R1 8,313 8,313 8,266 8,292
PP 8,270 8,270 8,270 8,260
S1 8,215 8,215 8,248 8,194
S2 8,172 8,172 8,239
S3 8,074 8,117 8,230
S4 7,976 8,019 8,203
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,476 9,290 8,649
R3 9,162 8,976 8,562
R2 8,848 8,848 8,534
R1 8,662 8,662 8,505 8,598
PP 8,534 8,534 8,534 8,502
S1 8,348 8,348 8,447 8,284
S2 8,220 8,220 8,419
S3 7,906 8,034 8,390
S4 7,592 7,720 8,303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,566 8,228 338 4.1% 137 1.7% 9% False True 129,496
10 8,828 8,228 600 7.3% 153 1.8% 5% False True 97,272
20 8,828 8,170 658 8.0% 162 2.0% 13% False False 49,134
40 8,828 7,814 1,014 12.3% 171 2.1% 44% False False 24,622
60 8,828 7,338 1,490 18.0% 185 2.2% 62% False False 16,435
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 43
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 8,743
2.618 8,583
1.618 8,485
1.000 8,424
0.618 8,387
HIGH 8,326
0.618 8,289
0.500 8,277
0.382 8,266
LOW 8,228
0.618 8,168
1.000 8,130
1.618 8,070
2.618 7,972
4.250 7,812
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 8,277 8,397
PP 8,270 8,350
S1 8,264 8,304

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

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