mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 9,285 9,247 -38 -0.4% 9,051
High 9,302 9,330 28 0.3% 9,203
Low 9,164 9,171 7 0.1% 8,955
Close 9,245 9,229 -16 -0.2% 9,126
Range 138 159 21 15.2% 248
ATR 145 146 1 0.7% 0
Volume 127,187 140,238 13,051 10.3% 628,885
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,720 9,634 9,317
R3 9,561 9,475 9,273
R2 9,402 9,402 9,258
R1 9,316 9,316 9,244 9,280
PP 9,243 9,243 9,243 9,225
S1 9,157 9,157 9,215 9,121
S2 9,084 9,084 9,200
S3 8,925 8,998 9,185
S4 8,766 8,839 9,142
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 9,330 9,071 259 2.8% 138 1.5% 61% True False 136,735
10 9,330 8,947 383 4.1% 132 1.4% 74% True False 130,322
20 9,330 8,018 1,312 14.2% 145 1.6% 92% True False 126,762
40 9,330 8,018 1,312 14.2% 150 1.6% 92% True False 124,475
60 9,330 8,018 1,312 14.2% 160 1.7% 92% True False 83,234
80 9,330 7,677 1,653 17.9% 166 1.8% 94% True False 62,445
100 9,330 7,112 2,218 24.0% 176 1.9% 95% True False 49,965
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 28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,006
2.618 9,746
1.618 9,587
1.000 9,489
0.618 9,428
HIGH 9,330
0.618 9,269
0.500 9,251
0.382 9,232
LOW 9,171
0.618 9,073
1.000 9,012
1.618 8,914
2.618 8,755
4.250 8,495
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 9,251 9,247
PP 9,243 9,241
S1 9,236 9,235

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

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