mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 8,258 8,254 -4 0.0% 8,718
High 8,370 8,432 62 0.7% 8,720
Low 8,201 8,194 -7 -0.1% 8,406
Close 8,256 8,414 158 1.9% 8,476
Range 169 238 69 40.8% 314
ATR 164 169 5 3.2% 0
Volume 136,598 135,229 -1,369 -1.0% 632,934
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,061 8,975 8,545
R3 8,823 8,737 8,480
R2 8,585 8,585 8,458
R1 8,499 8,499 8,436 8,542
PP 8,347 8,347 8,347 8,368
S1 8,261 8,261 8,392 8,304
S2 8,109 8,109 8,370
S3 7,871 8,023 8,349
S4 7,633 7,785 8,283
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 8,194 372 4.4% 174 2.1% 59% False True 129,357
10 8,757 8,194 563 6.7% 156 1.9% 39% False True 123,403
20 8,828 8,194 634 7.5% 162 1.9% 35% False True 62,697
40 8,828 7,999 829 9.9% 170 2.0% 50% False False 31,413
60 8,828 7,383 1,445 17.2% 184 2.2% 71% False False 20,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 9,444
2.618 9,055
1.618 8,817
1.000 8,670
0.618 8,579
HIGH 8,432
0.618 8,341
0.500 8,313
0.382 8,285
LOW 8,194
0.618 8,047
1.000 7,956
1.618 7,809
2.618 7,571
4.250 7,183
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 8,380 8,380
PP 8,347 8,347
S1 8,313 8,313

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

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