mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 9,321 9,317 -4 0.0% 9,100
High 9,340 9,348 8 0.1% 9,404
Low 9,253 9,182 -71 -0.8% 9,099
Close 9,320 9,216 -104 -1.1% 9,325
Range 87 166 79 90.8% 305
ATR 147 148 1 0.9% 0
Volume 126,368 88,423 -37,945 -30.0% 662,738
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,747 9,647 9,307
R3 9,581 9,481 9,262
R2 9,415 9,415 9,247
R1 9,315 9,315 9,231 9,282
PP 9,249 9,249 9,249 9,232
S1 9,149 9,149 9,201 9,116
S2 9,083 9,083 9,186
S3 8,917 8,983 9,170
S4 8,751 8,817 9,125
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% 153 1.7% 22% False False 122,325
10 9,404 8,955 449 4.9% 142 1.5% 58% False False 128,659
20 9,404 8,327 1,077 11.7% 146 1.6% 83% False False 126,410
40 9,404 8,018 1,386 15.0% 150 1.6% 86% False False 128,297
60 9,404 8,018 1,386 15.0% 160 1.7% 86% False False 88,964
80 9,404 7,677 1,727 18.7% 165 1.8% 89% False False 66,745
100 9,404 7,180 2,224 24.1% 176 1.9% 92% False False 53,407
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 True
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,054
2.618 9,783
1.618 9,617
1.000 9,514
0.618 9,451
HIGH 9,348
0.618 9,285
0.500 9,265
0.382 9,246
LOW 9,182
0.618 9,080
1.000 9,016
1.618 8,914
2.618 8,748
4.250 8,477
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 9,265 9,293
PP 9,249 9,267
S1 9,232 9,242

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

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