mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 8,256 8,327 71 0.9% 8,230
High 8,334 8,576 242 2.9% 8,296
Low 8,231 8,327 96 1.2% 8,035
Close 8,304 8,543 239 2.9% 8,085
Range 103 249 146 141.7% 261
ATR 159 167 8 5.1% 0
Volume 122,887 126,141 3,254 2.6% 691,466
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,229 9,135 8,680
R3 8,980 8,886 8,612
R2 8,731 8,731 8,589
R1 8,637 8,637 8,566 8,684
PP 8,482 8,482 8,482 8,506
S1 8,388 8,388 8,520 8,435
S2 8,233 8,233 8,497
S3 7,984 8,139 8,475
S4 7,735 7,890 8,406
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 8,576 8,018 558 6.5% 161 1.9% 94% True False 128,421
10 8,576 8,018 558 6.5% 165 1.9% 94% True False 130,253
20 8,576 8,018 558 6.5% 158 1.9% 94% True False 129,986
40 8,828 8,018 810 9.5% 165 1.9% 65% False False 73,391
60 8,828 7,677 1,151 13.5% 171 2.0% 75% False False 48,958
80 8,828 7,338 1,490 17.4% 184 2.2% 81% False False 36,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,634
2.618 9,228
1.618 8,979
1.000 8,825
0.618 8,730
HIGH 8,576
0.618 8,481
0.500 8,452
0.382 8,422
LOW 8,327
0.618 8,173
1.000 8,078
1.618 7,924
2.618 7,675
4.250 7,269
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 8,513 8,461
PP 8,482 8,379
S1 8,452 8,297

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

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