mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 9,216 9,321 105 1.1% 9,100
High 9,404 9,432 28 0.3% 9,404
Low 9,160 9,270 110 1.2% 9,099
Close 9,319 9,388 69 0.7% 9,325
Range 244 162 -82 -33.6% 305
ATR 155 155 1 0.3% 0
Volume 115,849 142,977 27,128 23.4% 662,738
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,849 9,781 9,477
R3 9,687 9,619 9,433
R2 9,525 9,525 9,418
R1 9,457 9,457 9,403 9,491
PP 9,363 9,363 9,363 9,381
S1 9,295 9,295 9,373 9,329
S2 9,201 9,201 9,358
S3 9,039 9,133 9,344
S4 8,877 8,971 9,299
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 9,432 9,160 272 2.9% 175 1.9% 84% True False 120,605
10 9,432 9,071 361 3.8% 156 1.7% 88% True False 128,670
20 9,432 8,611 821 8.7% 144 1.5% 95% True False 126,535
40 9,432 8,018 1,414 15.1% 153 1.6% 97% True False 128,374
60 9,432 8,018 1,414 15.1% 160 1.7% 97% True False 93,273
80 9,432 7,704 1,728 18.4% 164 1.7% 97% True False 69,977
100 9,432 7,338 2,094 22.3% 175 1.9% 98% True False 55,995
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,121
2.618 9,856
1.618 9,694
1.000 9,594
0.618 9,532
HIGH 9,432
0.618 9,370
0.500 9,351
0.382 9,332
LOW 9,270
0.618 9,170
1.000 9,108
1.618 9,008
2.618 8,846
4.250 8,582
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 9,376 9,357
PP 9,363 9,327
S1 9,351 9,296

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

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