mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 9,118 9,207 89 1.0% 9,321
High 9,213 9,299 86 0.9% 9,432
Low 9,106 9,107 1 0.0% 9,160
Close 9,207 9,276 69 0.7% 9,321
Range 107 192 85 79.4% 272
ATR 160 162 2 1.4% 0
Volume 146,224 129,223 -17,001 -11.6% 615,272
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,803 9,732 9,382
R3 9,611 9,540 9,329
R2 9,419 9,419 9,311
R1 9,348 9,348 9,294 9,384
PP 9,227 9,227 9,227 9,245
S1 9,156 9,156 9,259 9,192
S2 9,035 9,035 9,241
S3 8,843 8,964 9,223
S4 8,651 8,772 9,171
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% 176 1.9% 54% False False 138,017
10 9,432 9,091 341 3.7% 175 1.9% 54% False False 129,037
20 9,432 8,828 604 6.5% 157 1.7% 74% False False 129,641
40 9,432 8,018 1,414 15.2% 157 1.7% 89% False False 129,006
60 9,432 8,018 1,414 15.2% 159 1.7% 89% False False 102,382
80 9,432 7,814 1,618 17.4% 164 1.8% 90% False False 76,814
100 9,432 7,338 2,094 22.6% 174 1.9% 93% False False 61,463
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 39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,115
2.618 9,802
1.618 9,610
1.000 9,491
0.618 9,418
HIGH 9,299
0.618 9,226
0.500 9,203
0.382 9,180
LOW 9,107
0.618 8,988
1.000 8,915
1.618 8,796
2.618 8,604
4.250 8,291
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 9,252 9,250
PP 9,227 9,224
S1 9,203 9,199

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

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