mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 8,230 8,278 48 0.6% 8,371
High 8,283 8,296 13 0.2% 8,527
Low 8,142 8,086 -56 -0.7% 8,232
Close 8,277 8,131 -146 -1.8% 8,241
Range 141 210 69 48.9% 295
ATR 164 168 3 2.0% 0
Volume 134,523 131,777 -2,746 -2.0% 457,788
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,801 8,676 8,247
R3 8,591 8,466 8,189
R2 8,381 8,381 8,170
R1 8,256 8,256 8,150 8,214
PP 8,171 8,171 8,171 8,150
S1 8,046 8,046 8,112 8,004
S2 7,961 7,961 8,093
S3 7,751 7,836 8,073
S4 7,541 7,626 8,016
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 8,086 441 5.4% 178 2.2% 10% False True 122,569
10 8,527 8,086 441 5.4% 164 2.0% 10% False True 130,387
20 8,828 8,086 742 9.1% 157 1.9% 6% False True 107,031
40 8,828 8,086 742 9.1% 168 2.1% 6% False True 53,748
60 8,828 7,677 1,151 14.2% 174 2.1% 39% False False 35,856
80 8,828 7,039 1,789 22.0% 183 2.3% 61% False False 26,902
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 37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,189
2.618 8,846
1.618 8,636
1.000 8,506
0.618 8,426
HIGH 8,296
0.618 8,216
0.500 8,191
0.382 8,166
LOW 8,086
0.618 7,956
1.000 7,876
1.618 7,746
2.618 7,536
4.250 7,194
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 8,191 8,268
PP 8,171 8,222
S1 8,151 8,177

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

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