mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 8,283 8,258 -25 -0.3% 8,718
High 8,326 8,370 44 0.5% 8,720
Low 8,228 8,201 -27 -0.3% 8,406
Close 8,257 8,256 -1 0.0% 8,476
Range 98 169 71 72.4% 314
ATR 163 164 0 0.2% 0
Volume 138,109 136,598 -1,511 -1.1% 632,934
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 8,783 8,688 8,349
R3 8,614 8,519 8,303
R2 8,445 8,445 8,287
R1 8,350 8,350 8,272 8,313
PP 8,276 8,276 8,276 8,257
S1 8,181 8,181 8,241 8,144
S2 8,107 8,107 8,225
S3 7,938 8,012 8,210
S4 7,769 7,843 8,163
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 8,201 365 4.4% 151 1.8% 15% False True 131,688
10 8,828 8,201 627 7.6% 147 1.8% 9% False True 110,552
20 8,828 8,170 658 8.0% 160 1.9% 13% False False 55,948
40 8,828 7,900 928 11.2% 171 2.1% 38% False False 28,035
60 8,828 7,383 1,445 17.5% 183 2.2% 60% False False 18,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,088
2.618 8,813
1.618 8,644
1.000 8,539
0.618 8,475
HIGH 8,370
0.618 8,306
0.500 8,286
0.382 8,266
LOW 8,201
0.618 8,097
1.000 8,032
1.618 7,928
2.618 7,759
4.250 7,483
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 8,286 8,355
PP 8,276 8,322
S1 8,266 8,289

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

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