mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 9,100 9,246 146 1.6% 9,051
High 9,255 9,289 34 0.4% 9,203
Low 9,099 9,181 82 0.9% 8,955
Close 9,248 9,287 39 0.4% 9,126
Range 156 108 -48 -30.8% 248
ATR 149 146 -3 -2.0% 0
Volume 135,643 130,261 -5,382 -4.0% 628,885
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,576 9,540 9,347
R3 9,468 9,432 9,317
R2 9,360 9,360 9,307
R1 9,324 9,324 9,297 9,342
PP 9,252 9,252 9,252 9,262
S1 9,216 9,216 9,277 9,234
S2 9,144 9,144 9,267
S3 9,036 9,108 9,257
S4 8,928 9,000 9,228
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 9,289 8,955 334 3.6% 131 1.4% 99% True False 134,994
10 9,289 8,810 479 5.2% 135 1.5% 100% True False 130,925
20 9,289 8,018 1,271 13.7% 142 1.5% 100% True False 128,846
40 9,289 8,018 1,271 13.7% 150 1.6% 100% True False 117,939
60 9,289 8,018 1,271 13.7% 160 1.7% 100% True False 78,780
80 9,289 7,677 1,612 17.4% 166 1.8% 100% True False 59,104
100 9,289 7,039 2,250 24.2% 175 1.9% 100% True False 47,291
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,748
2.618 9,572
1.618 9,464
1.000 9,397
0.618 9,356
HIGH 9,289
0.618 9,248
0.500 9,235
0.382 9,222
LOW 9,181
0.618 9,114
1.000 9,073
1.618 9,006
2.618 8,898
4.250 8,722
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 9,270 9,251
PP 9,252 9,216
S1 9,235 9,180

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

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