mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 8,800 8,874 74 0.8% 8,086
High 8,890 8,907 17 0.2% 8,708
Low 8,762 8,810 48 0.5% 8,018
Close 8,886 8,833 -53 -0.6% 8,697
Range 128 97 -31 -24.2% 690
ATR 159 155 -4 -2.8% 0
Volume 124,418 133,986 9,568 7.7% 615,241
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,141 9,084 8,886
R3 9,044 8,987 8,860
R2 8,947 8,947 8,851
R1 8,890 8,890 8,842 8,870
PP 8,850 8,850 8,850 8,840
S1 8,793 8,793 8,824 8,773
S2 8,753 8,753 8,815
S3 8,656 8,696 8,806
S4 8,559 8,599 8,780
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 8,907 8,503 404 4.6% 131 1.5% 82% True False 123,033
10 8,907 8,018 889 10.1% 146 1.7% 92% True False 125,727
20 8,907 8,018 889 10.1% 157 1.8% 92% True False 128,370
40 8,907 8,018 889 10.1% 159 1.8% 92% True False 88,752
60 8,907 7,814 1,093 12.4% 166 1.9% 93% True False 59,205
80 8,907 7,338 1,569 17.8% 178 2.0% 95% True False 44,419
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,319
2.618 9,161
1.618 9,064
1.000 9,004
0.618 8,967
HIGH 8,907
0.618 8,870
0.500 8,859
0.382 8,847
LOW 8,810
0.618 8,750
1.000 8,713
1.618 8,653
2.618 8,556
4.250 8,398
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 8,859 8,818
PP 8,850 8,802
S1 8,842 8,787

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

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