mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 9,047 9,044 -3 0.0% 8,694
High 9,053 9,203 150 1.7% 9,065
Low 8,955 9,038 83 0.9% 8,667
Close 9,047 9,090 43 0.5% 9,058
Range 98 165 67 68.4% 398
ATR 149 150 1 0.8% 0
Volume 127,944 130,774 2,830 2.2% 641,726
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,605 9,513 9,181
R3 9,440 9,348 9,136
R2 9,275 9,275 9,120
R1 9,183 9,183 9,105 9,229
PP 9,110 9,110 9,110 9,134
S1 9,018 9,018 9,075 9,064
S2 8,945 8,945 9,060
S3 8,780 8,853 9,045
S4 8,615 8,688 8,999
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 9,203 8,947 256 2.8% 126 1.4% 56% True False 123,908
10 9,203 8,611 592 6.5% 132 1.5% 81% True False 124,399
20 9,203 8,018 1,185 13.0% 151 1.7% 90% True False 127,121
40 9,203 8,018 1,185 13.0% 152 1.7% 90% True False 107,637
60 9,203 8,018 1,185 13.0% 163 1.8% 90% True False 71,847
80 9,203 7,614 1,589 17.5% 170 1.9% 93% True False 53,902
100 9,203 6,610 2,593 28.5% 177 1.9% 96% True False 43,129
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 27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,904
2.618 9,635
1.618 9,470
1.000 9,368
0.618 9,305
HIGH 9,203
0.618 9,140
0.500 9,121
0.382 9,101
LOW 9,038
0.618 8,936
1.000 8,873
1.618 8,771
2.618 8,606
4.250 8,337
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 9,121 9,086
PP 9,110 9,083
S1 9,100 9,079

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

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