mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 8,278 8,131 -147 -1.8% 8,371
High 8,296 8,166 -130 -1.6% 8,527
Low 8,086 8,035 -51 -0.6% 8,232
Close 8,131 8,116 -15 -0.2% 8,241
Range 210 131 -79 -37.6% 295
ATR 168 165 -3 -1.6% 0
Volume 131,777 144,379 12,602 9.6% 457,788
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,499 8,438 8,188
R3 8,368 8,307 8,152
R2 8,237 8,237 8,140
R1 8,176 8,176 8,128 8,141
PP 8,106 8,106 8,106 8,088
S1 8,045 8,045 8,104 8,010
S2 7,975 7,975 8,092
S3 7,844 7,914 8,080
S4 7,713 7,783 8,044
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 8,035 492 6.1% 170 2.1% 16% False True 132,085
10 8,527 8,035 492 6.1% 167 2.1% 16% False True 131,014
20 8,828 8,035 793 9.8% 160 2.0% 10% False True 114,143
40 8,828 8,035 793 9.8% 169 2.1% 10% False True 57,354
60 8,828 7,677 1,151 14.2% 174 2.1% 38% False False 38,262
80 8,828 7,112 1,716 21.1% 184 2.3% 59% False False 28,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 36
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8,723
2.618 8,509
1.618 8,378
1.000 8,297
0.618 8,247
HIGH 8,166
0.618 8,116
0.500 8,101
0.382 8,085
LOW 8,035
0.618 7,954
1.000 7,904
1.618 7,823
2.618 7,692
4.250 7,478
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 8,111 8,166
PP 8,106 8,149
S1 8,101 8,133

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

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