mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 9,277 9,318 41 0.4% 9,305
High 9,348 9,508 160 1.7% 9,508
Low 9,244 9,249 5 0.1% 9,091
Close 9,320 9,489 169 1.8% 9,489
Range 104 259 155 149.0% 417
ATR 158 165 7 4.6% 0
Volume 144,978 110,512 -34,466 -23.8% 660,947
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,192 10,100 9,632
R3 9,933 9,841 9,560
R2 9,674 9,674 9,537
R1 9,582 9,582 9,513 9,628
PP 9,415 9,415 9,415 9,439
S1 9,323 9,323 9,465 9,369
S2 9,156 9,156 9,442
S3 8,897 9,064 9,418
S4 8,638 8,805 9,347
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,614 10,468 9,718
R3 10,197 10,051 9,604
R2 9,780 9,780 9,566
R1 9,634 9,634 9,527 9,707
PP 9,363 9,363 9,363 9,399
S1 9,217 9,217 9,451 9,290
S2 8,946 8,946 9,413
S3 8,529 8,800 9,374
S4 8,112 8,383 9,260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,508 9,091 417 4.4% 176 1.8% 95% True False 132,189
10 9,508 9,091 417 4.4% 174 1.8% 95% True False 127,621
20 9,508 8,955 553 5.8% 158 1.7% 97% True False 128,392
40 9,508 8,018 1,490 15.7% 156 1.6% 99% True False 128,597
60 9,508 8,018 1,490 15.7% 158 1.7% 99% True False 106,630
80 9,508 7,999 1,509 15.9% 163 1.7% 99% True False 80,005
100 9,508 7,383 2,125 22.4% 173 1.8% 99% True False 64,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 29 trading days
Fibonacci Retracements and Extensions
4.250 10,609
2.618 10,186
1.618 9,927
1.000 9,767
0.618 9,668
HIGH 9,508
0.618 9,409
0.500 9,379
0.382 9,348
LOW 9,249
0.618 9,089
1.000 8,990
1.618 8,830
2.618 8,571
4.250 8,148
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 9,452 9,429
PP 9,415 9,368
S1 9,379 9,308

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

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