mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 8,837 8,972 135 1.5% 8,694
High 9,055 9,065 10 0.1% 9,065
Low 8,828 8,947 119 1.3% 8,667
Close 8,991 9,058 67 0.7% 9,058
Range 227 118 -109 -48.0% 398
ATR 160 157 -3 -1.9% 0
Volume 139,473 141,006 1,533 1.1% 641,726
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,377 9,336 9,123
R3 9,259 9,218 9,091
R2 9,141 9,141 9,080
R1 9,100 9,100 9,069 9,121
PP 9,023 9,023 9,023 9,034
S1 8,982 8,982 9,047 9,003
S2 8,905 8,905 9,036
S3 8,787 8,864 9,026
S4 8,669 8,746 8,993
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 10,124 9,989 9,277
R3 9,726 9,591 9,168
R2 9,328 9,328 9,131
R1 9,193 9,193 9,095 9,261
PP 8,930 8,930 8,930 8,964
S1 8,795 8,795 9,022 8,863
S2 8,532 8,532 8,985
S3 8,134 8,397 8,949
S4 7,736 7,999 8,839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,065 8,667 398 4.4% 143 1.6% 98% True False 128,345
10 9,065 8,018 1,047 11.6% 161 1.8% 99% True False 125,696
20 9,065 8,018 1,047 11.6% 153 1.7% 99% True False 128,803
40 9,065 8,018 1,047 11.6% 158 1.7% 99% True False 95,750
60 9,065 7,999 1,066 11.8% 165 1.8% 99% True False 63,876
80 9,065 7,383 1,682 18.6% 177 1.9% 100% True False 47,924
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 9,567
2.618 9,374
1.618 9,256
1.000 9,183
0.618 9,138
HIGH 9,065
0.618 9,020
0.500 9,006
0.382 8,992
LOW 8,947
0.618 8,874
1.000 8,829
1.618 8,756
2.618 8,638
4.250 8,446
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 9,041 9,018
PP 9,023 8,978
S1 9,006 8,938

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

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