mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 9,386 9,305 -81 -0.9% 9,321
High 9,407 9,306 -101 -1.1% 9,432
Low 9,202 9,091 -111 -1.2% 9,160
Close 9,321 9,120 -201 -2.2% 9,321
Range 205 215 10 4.9% 272
ATR 159 164 5 3.2% 0
Volume 141,655 130,010 -11,645 -8.2% 615,272
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,817 9,684 9,238
R3 9,602 9,469 9,179
R2 9,387 9,387 9,160
R1 9,254 9,254 9,140 9,213
PP 9,172 9,172 9,172 9,152
S1 9,039 9,039 9,100 8,998
S2 8,957 8,957 9,081
S3 8,742 8,824 9,061
S4 8,527 8,609 9,002
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 9,091 341 3.7% 199 2.2% 9% False True 123,782
10 9,432 9,091 341 3.7% 170 1.9% 9% False True 127,237
20 9,432 8,762 670 7.3% 153 1.7% 53% False False 128,789
40 9,432 8,018 1,414 15.5% 158 1.7% 78% False False 128,314
60 9,432 8,018 1,414 15.5% 160 1.8% 78% False False 97,796
80 9,432 7,805 1,627 17.8% 165 1.8% 81% False False 73,372
100 9,432 7,338 2,094 23.0% 174 1.9% 85% False False 58,710
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 False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,220
2.618 9,869
1.618 9,654
1.000 9,521
0.618 9,439
HIGH 9,306
0.618 9,224
0.500 9,199
0.382 9,173
LOW 9,091
0.618 8,958
1.000 8,876
1.618 8,743
2.618 8,528
4.250 8,177
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 9,199 9,262
PP 9,172 9,214
S1 9,146 9,167

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

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