mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 8,874 8,837 -37 -0.4% 8,086
High 8,907 9,055 148 1.7% 8,708
Low 8,810 8,828 18 0.2% 8,018
Close 8,833 8,991 158 1.8% 8,697
Range 97 227 130 134.0% 690
ATR 155 160 5 3.3% 0
Volume 133,986 139,473 5,487 4.1% 615,241
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,639 9,542 9,116
R3 9,412 9,315 9,054
R2 9,185 9,185 9,033
R1 9,088 9,088 9,012 9,137
PP 8,958 8,958 8,958 8,982
S1 8,861 8,861 8,970 8,910
S2 8,731 8,731 8,950
S3 8,504 8,634 8,929
S4 8,277 8,407 8,866
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 9,055 8,611 444 4.9% 139 1.5% 86% True False 124,891
10 9,055 8,018 1,037 11.5% 159 1.8% 94% True False 123,203
20 9,055 8,018 1,037 11.5% 159 1.8% 94% True False 128,514
40 9,055 8,018 1,037 11.5% 160 1.8% 94% True False 92,231
60 9,055 7,900 1,155 12.8% 167 1.9% 94% True False 61,528
80 9,055 7,383 1,672 18.6% 177 2.0% 96% True False 46,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,020
2.618 9,649
1.618 9,422
1.000 9,282
0.618 9,195
HIGH 9,055
0.618 8,968
0.500 8,942
0.382 8,915
LOW 8,828
0.618 8,688
1.000 8,601
1.618 8,461
2.618 8,234
4.250 7,863
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 8,975 8,964
PP 8,958 8,936
S1 8,942 8,909

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

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