mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	8,694	8,800	106	1.2%	8,086
High	8,810	8,890	80	0.9%	8,708
Low	8,667	8,762	95	1.1%	8,018
Close	8,805	8,886	81	0.9%	8,697
Range	143	128	-15	-10.5%	690
ATR	162	159	-2	-1.5%	0
Volume	102,843	124,418	21,575	21.0%	615,241

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,230	9,186	8,957
R3	9,102	9,058	8,921
R2	8,974	8,974	8,910
R1	8,930	8,930	8,898	8,952
PP	8,846	8,846	8,846	8,857
S1	8,802	8,802	8,874	8,824
S2	8,718	8,718	8,863
S3	8,590	8,674	8,851
S4	8,462	8,546	8,816

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	8,890	8,327	563	6.3%	161	1.8%	99%	True	False	121,464
10	8,890	8,018	872	9.8%	149	1.7%	100%	True	False	126,766
20	8,890	8,018	872	9.8%	157	1.8%	100%	True	False	128,577
40	8,890	8,018	872	9.8%	164	1.8%	100%	True	False	85,406
60	8,890	7,814	1,076	12.1%	167	1.9%	100%	True	False	56,973
80	8,890	7,338	1,552	17.5%	179	2.0%	100%	True	False	42,744

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	30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,434
2.618	9,225
1.618	9,097
1.000	9,018
0.618	8,969
HIGH	8,890
0.618	8,841
0.500	8,826
0.382	8,811
LOW	8,762
0.618	8,683
1.000	8,634
1.618	8,555
2.618	8,427
4.250	8,218

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	8,866	8,841
PP	8,846	8,796
S1	8,826	8,751

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols