mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 8,536 8,666 130 1.5% 8,086
High 8,691 8,708 17 0.2% 8,708
Low 8,503 8,611 108 1.3% 8,018
Close 8,669 8,697 28 0.3% 8,697
Range 188 97 -91 -48.4% 690
ATR 168 163 -5 -3.0% 0
Volume 130,184 123,736 -6,448 -5.0% 615,241
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,963 8,927 8,750
R3 8,866 8,830 8,724
R2 8,769 8,769 8,715
R1 8,733 8,733 8,706 8,751
PP 8,672 8,672 8,672 8,681
S1 8,636 8,636 8,688 8,654
S2 8,575 8,575 8,679
S3 8,478 8,539 8,670
S4 8,381 8,442 8,644
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 10,544 10,311 9,077
R3 9,854 9,621 8,887
R2 9,164 9,164 8,824
R1 8,931 8,931 8,760 9,048
PP 8,474 8,474 8,474 8,533
S1 8,241 8,241 8,634 8,358
S2 7,784 7,784 8,571
S3 7,094 7,551 8,507
S4 6,404 6,861 8,318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,708 8,018 690 7.9% 180 2.1% 98% True False 123,048
10 8,708 8,018 690 7.9% 157 1.8% 98% True False 130,670
20 8,708 8,018 690 7.9% 161 1.9% 98% True False 129,056
40 8,828 8,018 810 9.3% 165 1.9% 84% False False 79,732
60 8,828 7,704 1,124 12.9% 169 1.9% 88% False False 53,187
80 8,828 7,338 1,490 17.1% 182 2.1% 91% False False 39,906
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,120
2.618 8,962
1.618 8,865
1.000 8,805
0.618 8,768
HIGH 8,708
0.618 8,671
0.500 8,660
0.382 8,648
LOW 8,611
0.618 8,551
1.000 8,514
1.618 8,454
2.618 8,357
4.250 8,199
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 8,685 8,637
PP 8,672 8,577
S1 8,660 8,518

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

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