mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 8,327 8,536 209 2.5% 8,230
High 8,576 8,691 115 1.3% 8,296
Low 8,327 8,503 176 2.1% 8,035
Close 8,543 8,669 126 1.5% 8,085
Range 249 188 -61 -24.5% 261
ATR 167 168 2 0.9% 0
Volume 126,141 130,184 4,043 3.2% 691,466
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,185 9,115 8,773
R3 8,997 8,927 8,721
R2 8,809 8,809 8,704
R1 8,739 8,739 8,686 8,774
PP 8,621 8,621 8,621 8,639
S1 8,551 8,551 8,652 8,586
S2 8,433 8,433 8,635
S3 8,245 8,363 8,617
S4 8,057 8,175 8,566
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,922 8,764 8,229
R3 8,661 8,503 8,157
R2 8,400 8,400 8,133
R1 8,242 8,242 8,109 8,191
PP 8,139 8,139 8,139 8,113
S1 7,981 7,981 8,061 7,930
S2 7,878 7,878 8,037
S3 7,617 7,720 8,013
S4 7,356 7,459 7,942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,691 8,018 673 7.8% 179 2.1% 97% True False 121,516
10 8,691 8,018 673 7.8% 169 2.0% 97% True False 129,843
20 8,691 8,018 673 7.8% 163 1.9% 97% True False 130,214
40 8,828 8,018 810 9.3% 167 1.9% 80% False False 76,642
60 8,828 7,704 1,124 13.0% 171 2.0% 86% False False 51,125
80 8,828 7,338 1,490 17.2% 182 2.1% 89% False False 38,360
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,490
2.618 9,183
1.618 8,995
1.000 8,879
0.618 8,807
HIGH 8,691
0.618 8,619
0.500 8,597
0.382 8,575
LOW 8,503
0.618 8,387
1.000 8,315
1.618 8,199
2.618 8,011
4.250 7,704
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 8,645 8,600
PP 8,621 8,530
S1 8,597 8,461

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

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