mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 8,131 8,119 -12 -0.1% 8,371
High 8,166 8,190 24 0.3% 8,527
Low 8,035 8,092 57 0.7% 8,232
Close 8,116 8,134 18 0.2% 8,241
Range 131 98 -33 -25.2% 295
ATR 165 160 -5 -2.9% 0
Volume 144,379 164,710 20,331 14.1% 457,788
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,433 8,381 8,188
R3 8,335 8,283 8,161
R2 8,237 8,237 8,152
R1 8,185 8,185 8,143 8,211
PP 8,139 8,139 8,139 8,152
S1 8,087 8,087 8,125 8,113
S2 8,041 8,041 8,116
S3 7,943 7,989 8,107
S4 7,845 7,891 8,080
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 8,450 8,035 415 5.1% 160 2.0% 24% False False 138,170
10 8,527 8,035 492 6.0% 160 2.0% 20% False False 133,825
20 8,828 8,035 793 9.7% 154 1.9% 12% False False 122,188
40 8,828 8,035 793 9.7% 167 2.1% 12% False False 61,469
60 8,828 7,677 1,151 14.2% 172 2.1% 40% False False 41,005
80 8,828 7,112 1,716 21.1% 183 2.3% 60% False False 30,766
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 33
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 8,607
2.618 8,447
1.618 8,349
1.000 8,288
0.618 8,251
HIGH 8,190
0.618 8,153
0.500 8,141
0.382 8,130
LOW 8,092
0.618 8,032
1.000 7,994
1.618 7,934
2.618 7,836
4.250 7,676
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 8,141 8,166
PP 8,139 8,155
S1 8,136 8,145

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

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