mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 8,972 9,051 79 0.9% 8,694
High 9,065 9,114 49 0.5% 9,065
Low 8,947 8,990 43 0.5% 8,667
Close 9,058 9,070 12 0.1% 9,058
Range 118 124 6 5.1% 398
ATR 157 155 -2 -1.5% 0
Volume 141,006 101,823 -39,183 -27.8% 641,726
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,430 9,374 9,138
R3 9,306 9,250 9,104
R2 9,182 9,182 9,093
R1 9,126 9,126 9,081 9,154
PP 9,058 9,058 9,058 9,072
S1 9,002 9,002 9,059 9,030
S2 8,934 8,934 9,047
S3 8,810 8,878 9,036
S4 8,686 8,754 9,002
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 9,114 8,762 352 3.9% 139 1.5% 88% True False 128,141
10 9,114 8,231 883 9.7% 148 1.6% 95% True False 124,649
20 9,114 8,018 1,096 12.1% 155 1.7% 96% True False 125,402
40 9,114 8,018 1,096 12.1% 156 1.7% 96% True False 98,287
60 9,114 7,999 1,115 12.3% 164 1.8% 96% True False 65,571
80 9,114 7,614 1,500 16.5% 174 1.9% 97% True False 49,196
100 9,114 6,415 2,699 29.8% 179 2.0% 98% True False 39,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,641
2.618 9,439
1.618 9,315
1.000 9,238
0.618 9,191
HIGH 9,114
0.618 9,067
0.500 9,052
0.382 9,037
LOW 8,990
0.618 8,913
1.000 8,866
1.618 8,789
2.618 8,665
4.250 8,463
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 9,064 9,037
PP 9,058 9,004
S1 9,052 8,971

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

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