mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 9,051 9,065 14 0.2% 8,694
High 9,114 9,088 -26 -0.3% 9,065
Low 8,990 8,962 -28 -0.3% 8,667
Close 9,070 9,050 -20 -0.2% 9,058
Range 124 126 2 1.6% 398
ATR 155 153 -2 -1.3% 0
Volume 101,823 117,994 16,171 15.9% 641,726
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,411 9,357 9,119
R3 9,285 9,231 9,085
R2 9,159 9,159 9,073
R1 9,105 9,105 9,062 9,069
PP 9,033 9,033 9,033 9,016
S1 8,979 8,979 9,039 8,943
S2 8,907 8,907 9,027
S3 8,781 8,853 9,015
S4 8,655 8,727 8,981
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 8,810 304 3.4% 139 1.5% 79% False False 126,856
10 9,114 8,327 787 8.7% 150 1.7% 92% False False 124,160
20 9,114 8,018 1,096 12.1% 154 1.7% 94% False False 125,739
40 9,114 8,018 1,096 12.1% 152 1.7% 94% False False 101,218
60 9,114 8,018 1,096 12.1% 163 1.8% 94% False False 67,537
80 9,114 7,614 1,500 16.6% 172 1.9% 96% False False 50,670
100 9,114 6,415 2,699 29.8% 177 2.0% 98% False False 40,542
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 3 trading days
Fibonacci Retracements and Extensions
4.250 9,624
2.618 9,418
1.618 9,292
1.000 9,214
0.618 9,166
HIGH 9,088
0.618 9,040
0.500 9,025
0.382 9,010
LOW 8,962
0.618 8,884
1.000 8,836
1.618 8,758
2.618 8,632
4.250 8,427
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 9,042 9,044
PP 9,033 9,037
S1 9,025 9,031

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

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