mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 9,065 9,047 -18 -0.2% 8,694
High 9,088 9,053 -35 -0.4% 9,065
Low 8,962 8,955 -7 -0.1% 8,667
Close 9,050 9,047 -3 0.0% 9,058
Range 126 98 -28 -22.2% 398
ATR 153 149 -4 -2.6% 0
Volume 117,994 127,944 9,950 8.4% 641,726
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,312 9,278 9,101
R3 9,214 9,180 9,074
R2 9,116 9,116 9,065
R1 9,082 9,082 9,056 9,096
PP 9,018 9,018 9,018 9,026
S1 8,984 8,984 9,038 8,998
S2 8,920 8,920 9,029
S3 8,822 8,886 9,020
S4 8,724 8,788 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 9,114 8,828 286 3.2% 139 1.5% 77% False False 125,648
10 9,114 8,503 611 6.8% 135 1.5% 89% False False 124,340
20 9,114 8,018 1,096 12.1% 150 1.7% 94% False False 127,297
40 9,114 8,018 1,096 12.1% 152 1.7% 94% False False 104,403
60 9,114 8,018 1,096 12.1% 162 1.8% 94% False False 69,669
80 9,114 7,614 1,500 16.6% 171 1.9% 96% False False 52,268
100 9,114 6,431 2,683 29.7% 176 1.9% 98% False False 41,821
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,470
2.618 9,310
1.618 9,212
1.000 9,151
0.618 9,114
HIGH 9,053
0.618 9,016
0.500 9,004
0.382 8,993
LOW 8,955
0.618 8,895
1.000 8,857
1.618 8,797
2.618 8,699
4.250 8,539
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 9,033 9,043
PP 9,018 9,039
S1 9,004 9,035

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

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