mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 9,317 9,216 -101 -1.1% 9,100
High 9,348 9,404 56 0.6% 9,404
Low 9,182 9,160 -22 -0.2% 9,099
Close 9,216 9,319 103 1.1% 9,325
Range 166 244 78 47.0% 305
ATR 148 155 7 4.6% 0
Volume 88,423 115,849 27,426 31.0% 662,738
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,026 9,917 9,453
R3 9,782 9,673 9,386
R2 9,538 9,538 9,364
R1 9,429 9,429 9,341 9,484
PP 9,294 9,294 9,294 9,322
S1 9,185 9,185 9,297 9,240
S2 9,050 9,050 9,274
S3 8,806 8,941 9,252
S4 8,562 8,697 9,185
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 9,160 244 2.6% 174 1.9% 65% True True 120,057
10 9,404 9,038 366 3.9% 157 1.7% 77% True False 127,450
20 9,404 8,503 901 9.7% 146 1.6% 91% True False 125,895
40 9,404 8,018 1,386 14.9% 152 1.6% 94% True False 127,941
60 9,404 8,018 1,386 14.9% 158 1.7% 94% True False 90,893
80 9,404 7,677 1,727 18.5% 165 1.8% 95% True False 68,192
100 9,404 7,338 2,066 22.2% 176 1.9% 96% True False 54,565
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 10,441
2.618 10,043
1.618 9,799
1.000 9,648
0.618 9,555
HIGH 9,404
0.618 9,311
0.500 9,282
0.382 9,253
LOW 9,160
0.618 9,009
1.000 8,916
1.618 8,765
2.618 8,521
4.250 8,123
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 9,307 9,307
PP 9,294 9,294
S1 9,282 9,282

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

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