mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 9,321 9,386 65 0.7% 9,321
High 9,432 9,407 -25 -0.3% 9,432
Low 9,270 9,202 -68 -0.7% 9,160
Close 9,388 9,321 -67 -0.7% 9,321
Range 162 205 43 26.5% 272
ATR 155 159 4 2.3% 0
Volume 142,977 141,655 -1,322 -0.9% 615,272
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,925 9,828 9,434
R3 9,720 9,623 9,378
R2 9,515 9,515 9,359
R1 9,418 9,418 9,340 9,364
PP 9,310 9,310 9,310 9,283
S1 9,213 9,213 9,302 9,159
S2 9,105 9,105 9,284
S3 8,900 9,008 9,265
S4 8,695 8,803 9,208
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,120 9,993 9,471
R3 9,848 9,721 9,396
R2 9,576 9,576 9,371
R1 9,449 9,449 9,346 9,457
PP 9,304 9,304 9,304 9,309
S1 9,177 9,177 9,296 9,185
S2 9,032 9,032 9,271
S3 8,760 8,905 9,246
S4 8,488 8,633 9,172
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% 173 1.9% 59% False False 123,054
10 9,432 9,099 333 3.6% 164 1.8% 67% False False 127,801
20 9,432 8,667 765 8.2% 150 1.6% 85% False False 127,431
40 9,432 8,018 1,414 15.2% 155 1.7% 92% False False 128,243
60 9,432 8,018 1,414 15.2% 160 1.7% 92% False False 95,632
80 9,432 7,704 1,728 18.5% 165 1.8% 94% False False 71,748
100 9,432 7,338 2,094 22.5% 175 1.9% 95% False False 57,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,278
2.618 9,944
1.618 9,739
1.000 9,612
0.618 9,534
HIGH 9,407
0.618 9,329
0.500 9,305
0.382 9,280
LOW 9,202
0.618 9,075
1.000 8,997
1.618 8,870
2.618 8,665
4.250 8,331
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 9,316 9,313
PP 9,310 9,304
S1 9,305 9,296

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

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