mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 8,446 8,230 -216 -2.6% 8,371
High 8,450 8,283 -167 -2.0% 8,527
Low 8,232 8,142 -90 -1.1% 8,232
Close 8,241 8,277 36 0.4% 8,241
Range 218 141 -77 -35.3% 295
ATR 166 164 -2 -1.1% 0
Volume 115,465 134,523 19,058 16.5% 457,788
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,657 8,608 8,355
R3 8,516 8,467 8,316
R2 8,375 8,375 8,303
R1 8,326 8,326 8,290 8,351
PP 8,234 8,234 8,234 8,246
S1 8,185 8,185 8,264 8,210
S2 8,093 8,093 8,251
S3 7,952 8,044 8,238
S4 7,811 7,903 8,200
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,218 9,025 8,403
R3 8,923 8,730 8,322
R2 8,628 8,628 8,295
R1 8,435 8,435 8,268 8,384
PP 8,333 8,333 8,333 8,308
S1 8,140 8,140 8,214 8,089
S2 8,038 8,038 8,187
S3 7,743 7,845 8,160
S4 7,448 7,550 8,079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,527 8,142 385 4.7% 167 2.0% 35% False True 118,462
10 8,527 8,142 385 4.7% 166 2.0% 35% False True 128,176
20 8,828 8,142 686 8.3% 156 1.9% 20% False True 100,535
40 8,828 8,122 706 8.5% 168 2.0% 22% False False 50,455
60 8,828 7,665 1,163 14.1% 176 2.1% 53% False False 33,661
80 8,828 6,805 2,023 24.4% 184 2.2% 73% False False 25,256
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,882
2.618 8,652
1.618 8,511
1.000 8,424
0.618 8,370
HIGH 8,283
0.618 8,229
0.500 8,213
0.382 8,196
LOW 8,142
0.618 8,055
1.000 8,001
1.618 7,914
2.618 7,773
4.250 7,543
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 8,256 8,335
PP 8,234 8,315
S1 8,213 8,296

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

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