mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 9,246 9,285 39 0.4% 9,051
High 9,289 9,302 13 0.1% 9,203
Low 9,181 9,164 -17 -0.2% 8,955
Close 9,287 9,245 -42 -0.5% 9,126
Range 108 138 30 27.8% 248
ATR 146 145 -1 -0.4% 0
Volume 130,261 127,187 -3,074 -2.4% 628,885
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,651 9,586 9,321
R3 9,513 9,448 9,283
R2 9,375 9,375 9,270
R1 9,310 9,310 9,258 9,274
PP 9,237 9,237 9,237 9,219
S1 9,172 9,172 9,232 9,136
S2 9,099 9,099 9,220
S3 8,961 9,034 9,207
S4 8,823 8,896 9,169
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 9,302 9,038 264 2.9% 139 1.5% 78% True False 134,843
10 9,302 8,828 474 5.1% 139 1.5% 88% True False 130,245
20 9,302 8,018 1,284 13.9% 142 1.5% 96% True False 127,986
40 9,302 8,018 1,284 13.9% 151 1.6% 96% True False 121,064
60 9,302 8,018 1,284 13.9% 160 1.7% 96% True False 80,898
80 9,302 7,677 1,625 17.6% 166 1.8% 96% True False 60,693
100 9,302 7,112 2,190 23.7% 175 1.9% 97% True False 48,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,889
2.618 9,663
1.618 9,525
1.000 9,440
0.618 9,387
HIGH 9,302
0.618 9,249
0.500 9,233
0.382 9,217
LOW 9,164
0.618 9,079
1.000 9,026
1.618 8,941
2.618 8,803
4.250 8,578
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 9,241 9,230
PP 9,237 9,215
S1 9,233 9,201

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

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