mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 9,207 9,277 70 0.8% 9,321
High 9,299 9,348 49 0.5% 9,432
Low 9,107 9,244 137 1.5% 9,160
Close 9,276 9,320 44 0.5% 9,321
Range 192 104 -88 -45.8% 272
ATR 162 158 -4 -2.6% 0
Volume 129,223 144,978 15,755 12.2% 615,272
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,616 9,572 9,377
R3 9,512 9,468 9,349
R2 9,408 9,408 9,339
R1 9,364 9,364 9,330 9,386
PP 9,304 9,304 9,304 9,315
S1 9,260 9,260 9,311 9,282
S2 9,200 9,200 9,301
S3 9,096 9,156 9,292
S4 8,992 9,052 9,263
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 9,407 9,091 316 3.4% 165 1.8% 72% False False 138,418
10 9,432 9,091 341 3.7% 170 1.8% 67% False False 129,511
20 9,432 8,947 485 5.2% 151 1.6% 77% False False 129,916
40 9,432 8,018 1,414 15.2% 155 1.7% 92% False False 129,215
60 9,432 8,018 1,414 15.2% 157 1.7% 92% False False 104,793
80 9,432 7,900 1,532 16.4% 163 1.7% 93% False False 78,625
100 9,432 7,383 2,049 22.0% 172 1.8% 95% False False 62,913
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,790
2.618 9,620
1.618 9,516
1.000 9,452
0.618 9,412
HIGH 9,348
0.618 9,308
0.500 9,296
0.382 9,284
LOW 9,244
0.618 9,180
1.000 9,140
1.618 9,076
2.618 8,972
4.250 8,802
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 9,312 9,289
PP 9,304 9,258
S1 9,296 9,227

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

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