mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 8,086 8,256 170 2.1% 8,230
High 8,280 8,334 54 0.7% 8,296
Low 8,018 8,231 213 2.7% 8,035
Close 8,259 8,304 45 0.5% 8,085
Range 262 103 -159 -60.7% 261
ATR 163 159 -4 -2.6% 0
Volume 112,293 122,887 10,594 9.4% 691,466
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,599 8,554 8,361
R3 8,496 8,451 8,332
R2 8,393 8,393 8,323
R1 8,348 8,348 8,314 8,371
PP 8,290 8,290 8,290 8,301
S1 8,245 8,245 8,295 8,268
S2 8,187 8,187 8,285
S3 8,084 8,142 8,276
S4 7,981 8,039 8,247
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,922 8,764 8,229
R3 8,661 8,503 8,157
R2 8,400 8,400 8,133
R1 8,242 8,242 8,109 8,191
PP 8,139 8,139 8,139 8,113
S1 7,981 7,981 8,061 7,930
S2 7,878 7,878 8,037
S3 7,617 7,720 8,013
S4 7,356 7,459 7,942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,334 8,018 316 3.8% 138 1.7% 91% True False 132,069
10 8,527 8,018 509 6.1% 158 1.9% 56% False False 127,319
20 8,603 8,018 585 7.0% 154 1.8% 49% False False 130,184
40 8,828 8,018 810 9.8% 166 2.0% 35% False False 70,241
60 8,828 7,677 1,151 13.9% 172 2.1% 54% False False 46,856
80 8,828 7,180 1,648 19.8% 183 2.2% 68% False False 35,156
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Bull Hook False
Stretch 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,772
2.618 8,604
1.618 8,501
1.000 8,437
0.618 8,398
HIGH 8,334
0.618 8,295
0.500 8,283
0.382 8,270
LOW 8,231
0.618 8,167
1.000 8,128
1.618 8,064
2.618 7,961
4.250 7,793
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 8,297 8,261
PP 8,290 8,219
S1 8,283 8,176

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

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