mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 8,397 8,446 49 0.6% 8,461
High 8,527 8,450 -77 -0.9% 8,509
Low 8,380 8,232 -148 -1.8% 8,194
Close 8,448 8,241 -207 -2.5% 8,373
Range 147 218 71 48.3% 315
ATR 162 166 4 2.5% 0
Volume 134,283 115,465 -18,818 -14.0% 689,450
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,962 8,819 8,361
R3 8,744 8,601 8,301
R2 8,526 8,526 8,281
R1 8,383 8,383 8,261 8,346
PP 8,308 8,308 8,308 8,289
S1 8,165 8,165 8,221 8,128
S2 8,090 8,090 8,201
S3 7,872 7,947 8,181
S4 7,654 7,729 8,121
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,304 9,153 8,546
R3 8,989 8,838 8,460
R2 8,674 8,674 8,431
R1 8,523 8,523 8,402 8,441
PP 8,359 8,359 8,359 8,318
S1 8,208 8,208 8,344 8,126
S2 8,044 8,044 8,315
S3 7,729 7,893 8,287
S4 7,414 7,578 8,200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,527 8,232 295 3.6% 157 1.9% 3% False True 125,527
10 8,566 8,194 372 4.5% 165 2.0% 13% False False 127,442
20 8,828 8,194 634 7.7% 158 1.9% 7% False False 93,868
40 8,828 8,122 706 8.6% 170 2.1% 17% False False 47,095
60 8,828 7,614 1,214 14.7% 177 2.1% 52% False False 31,419
80 8,828 6,805 2,023 24.5% 183 2.2% 71% False False 23,574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,377
2.618 9,021
1.618 8,803
1.000 8,668
0.618 8,585
HIGH 8,450
0.618 8,367
0.500 8,341
0.382 8,315
LOW 8,232
0.618 8,097
1.000 8,014
1.618 7,879
2.618 7,661
4.250 7,306
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 8,341 8,380
PP 8,308 8,333
S1 8,274 8,287

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

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