mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 9,224 9,321 97 1.1% 9,100
High 9,404 9,340 -64 -0.7% 9,404
Low 9,191 9,253 62 0.7% 9,099
Close 9,325 9,320 -5 -0.1% 9,325
Range 213 87 -126 -59.2% 305
ATR 151 147 -5 -3.0% 0
Volume 129,409 126,368 -3,041 -2.3% 662,738
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,565 9,530 9,368
R3 9,478 9,443 9,344
R2 9,391 9,391 9,336
R1 9,356 9,356 9,328 9,330
PP 9,304 9,304 9,304 9,292
S1 9,269 9,269 9,312 9,243
S2 9,217 9,217 9,304
S3 9,130 9,182 9,296
S4 9,043 9,095 9,272
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 9,164 240 2.6% 141 1.5% 65% False False 130,692
10 9,404 8,955 449 4.8% 138 1.5% 81% False False 131,616
20 9,404 8,231 1,173 12.6% 143 1.5% 93% False False 128,133
40 9,404 8,018 1,386 14.9% 151 1.6% 94% False False 128,664
60 9,404 8,018 1,386 14.9% 159 1.7% 94% False False 87,493
80 9,404 7,677 1,727 18.5% 165 1.8% 95% False False 65,640
100 9,404 7,180 2,224 23.9% 175 1.9% 96% False False 52,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 9,710
2.618 9,568
1.618 9,481
1.000 9,427
0.618 9,394
HIGH 9,340
0.618 9,307
0.500 9,297
0.382 9,286
LOW 9,253
0.618 9,199
1.000 9,166
1.618 9,112
2.618 9,025
4.250 8,883
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 9,312 9,309
PP 9,304 9,298
S1 9,297 9,288

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

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