mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 9,091 9,100 9 0.1% 9,051
High 9,199 9,255 56 0.6% 9,203
Low 9,071 9,099 28 0.3% 8,955
Close 9,126 9,248 122 1.3% 9,126
Range 128 156 28 21.9% 248
ATR 148 149 1 0.4% 0
Volume 150,350 135,643 -14,707 -9.8% 628,885
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,669 9,614 9,334
R3 9,513 9,458 9,291
R2 9,357 9,357 9,277
R1 9,302 9,302 9,262 9,330
PP 9,201 9,201 9,201 9,214
S1 9,146 9,146 9,234 9,174
S2 9,045 9,045 9,220
S3 8,889 8,990 9,205
S4 8,733 8,834 9,162
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 9,255 8,955 300 3.2% 135 1.5% 98% True False 132,541
10 9,255 8,762 493 5.3% 137 1.5% 99% True False 130,341
20 9,255 8,018 1,237 13.4% 147 1.6% 99% True False 128,921
40 9,255 8,018 1,237 13.4% 152 1.6% 99% True False 114,728
60 9,255 8,018 1,237 13.4% 161 1.7% 99% True False 76,610
80 9,255 7,665 1,590 17.2% 169 1.8% 100% True False 57,476
100 9,255 6,805 2,450 26.5% 176 1.9% 100% True False 45,989
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 22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,918
2.618 9,664
1.618 9,508
1.000 9,411
0.618 9,352
HIGH 9,255
0.618 9,196
0.500 9,177
0.382 9,159
LOW 9,099
0.618 9,003
1.000 8,943
1.618 8,847
2.618 8,691
4.250 8,436
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 9,224 9,214
PP 9,201 9,180
S1 9,177 9,147

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

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