mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 9,305 9,118 -187 -2.0% 9,321
High 9,306 9,213 -93 -1.0% 9,432
Low 9,091 9,106 15 0.2% 9,160
Close 9,120 9,207 87 1.0% 9,321
Range 215 107 -108 -50.2% 272
ATR 164 160 -4 -2.5% 0
Volume 130,010 146,224 16,214 12.5% 615,272
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,496 9,459 9,266
R3 9,389 9,352 9,237
R2 9,282 9,282 9,227
R1 9,245 9,245 9,217 9,264
PP 9,175 9,175 9,175 9,185
S1 9,138 9,138 9,197 9,157
S2 9,068 9,068 9,188
S3 8,961 9,031 9,178
S4 8,854 8,924 9,148
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% 187 2.0% 34% False False 135,343
10 9,432 9,091 341 3.7% 170 1.8% 34% False False 128,834
20 9,432 8,810 622 6.8% 152 1.7% 64% False False 129,879
40 9,432 8,018 1,414 15.4% 154 1.7% 84% False False 129,228
60 9,432 8,018 1,414 15.4% 160 1.7% 84% False False 100,230
80 9,432 7,814 1,618 17.6% 163 1.8% 86% False False 75,199
100 9,432 7,338 2,094 22.7% 174 1.9% 89% False False 60,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,668
2.618 9,493
1.618 9,386
1.000 9,320
0.618 9,279
HIGH 9,213
0.618 9,172
0.500 9,160
0.382 9,147
LOW 9,106
0.618 9,040
1.000 8,999
1.618 8,933
2.618 8,826
4.250 8,651
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 9,191 9,249
PP 9,175 9,235
S1 9,160 9,221

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

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