mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 9,247 9,224 -23 -0.2% 9,100
High 9,330 9,404 74 0.8% 9,404
Low 9,171 9,191 20 0.2% 9,099
Close 9,229 9,325 96 1.0% 9,325
Range 159 213 54 34.0% 305
ATR 146 151 5 3.2% 0
Volume 140,238 129,409 -10,829 -7.7% 662,738
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,946 9,848 9,442
R3 9,733 9,635 9,384
R2 9,520 9,520 9,364
R1 9,422 9,422 9,345 9,471
PP 9,307 9,307 9,307 9,331
S1 9,209 9,209 9,306 9,258
S2 9,094 9,094 9,286
S3 8,881 8,996 9,267
S4 8,668 8,783 9,208
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,191 10,063 9,493
R3 9,886 9,758 9,409
R2 9,581 9,581 9,381
R1 9,453 9,453 9,353 9,517
PP 9,276 9,276 9,276 9,308
S1 9,148 9,148 9,297 9,212
S2 8,971 8,971 9,269
S3 8,666 8,843 9,241
S4 8,361 8,538 9,157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,404 9,099 305 3.3% 155 1.7% 74% True False 132,547
10 9,404 8,955 449 4.8% 142 1.5% 82% True False 129,162
20 9,404 8,018 1,386 14.9% 151 1.6% 94% True False 127,429
40 9,404 8,018 1,386 14.9% 151 1.6% 94% True False 127,543
60 9,404 8,018 1,386 14.9% 160 1.7% 94% True False 85,388
80 9,404 7,677 1,727 18.5% 166 1.8% 95% True False 64,061
100 9,404 7,180 2,224 23.8% 176 1.9% 96% True False 51,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 10,309
2.618 9,962
1.618 9,749
1.000 9,617
0.618 9,536
HIGH 9,404
0.618 9,323
0.500 9,298
0.382 9,272
LOW 9,191
0.618 9,059
1.000 8,978
1.618 8,846
2.618 8,633
4.250 8,286
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 9,316 9,311
PP 9,307 9,298
S1 9,298 9,284

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

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