mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 9,044 9,091 47 0.5% 9,051
High 9,203 9,199 -4 0.0% 9,203
Low 9,038 9,071 33 0.4% 8,955
Close 9,090 9,126 36 0.4% 9,126
Range 165 128 -37 -22.4% 248
ATR 150 148 -2 -1.0% 0
Volume 130,774 150,350 19,576 15.0% 628,885
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,516 9,449 9,197
R3 9,388 9,321 9,161
R2 9,260 9,260 9,150
R1 9,193 9,193 9,138 9,227
PP 9,132 9,132 9,132 9,149
S1 9,065 9,065 9,114 9,099
S2 9,004 9,004 9,103
S3 8,876 8,937 9,091
S4 8,748 8,809 9,056
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,839 9,730 9,263
R3 9,591 9,482 9,194
R2 9,343 9,343 9,172
R1 9,234 9,234 9,149 9,289
PP 9,095 9,095 9,095 9,122
S1 8,986 8,986 9,103 9,041
S2 8,847 8,847 9,081
S3 8,599 8,738 9,058
S4 8,351 8,490 8,990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,203 8,955 248 2.7% 128 1.4% 69% False False 125,777
10 9,203 8,667 536 5.9% 136 1.5% 86% False False 127,061
20 9,203 8,018 1,185 13.0% 146 1.6% 94% False False 128,865
40 9,203 8,018 1,185 13.0% 152 1.7% 94% False False 111,367
60 9,203 8,018 1,185 13.0% 162 1.8% 94% False False 74,352
80 9,203 7,614 1,589 17.4% 169 1.9% 95% False False 55,781
100 9,203 6,805 2,398 26.3% 176 1.9% 97% False False 44,632
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,743
2.618 9,534
1.618 9,406
1.000 9,327
0.618 9,278
HIGH 9,199
0.618 9,150
0.500 9,135
0.382 9,120
LOW 9,071
0.618 8,992
1.000 8,943
1.618 8,864
2.618 8,736
4.250 8,527
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 9,135 9,110
PP 9,132 9,095
S1 9,129 9,079

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

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