mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 9,318 9,487 169 1.8% 9,305
High 9,508 9,576 68 0.7% 9,508
Low 9,249 9,474 225 2.4% 9,091
Close 9,489 9,493 4 0.0% 9,489
Range 259 102 -157 -60.6% 417
ATR 165 161 -5 -2.7% 0
Volume 110,512 128,796 18,284 16.5% 660,947
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,820 9,759 9,549
R3 9,718 9,657 9,521
R2 9,616 9,616 9,512
R1 9,555 9,555 9,502 9,586
PP 9,514 9,514 9,514 9,530
S1 9,453 9,453 9,484 9,484
S2 9,412 9,412 9,474
S3 9,310 9,351 9,465
S4 9,208 9,249 9,437
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 9,576 9,106 470 5.0% 153 1.6% 82% True False 131,946
10 9,576 9,091 485 5.1% 176 1.8% 83% True False 127,864
20 9,576 8,955 621 6.5% 157 1.7% 87% True False 129,740
40 9,576 8,018 1,558 16.4% 156 1.6% 95% True False 127,571
60 9,576 8,018 1,558 16.4% 156 1.6% 95% True False 108,771
80 9,576 7,999 1,577 16.6% 162 1.7% 95% True False 81,613
100 9,576 7,614 1,962 20.7% 171 1.8% 96% True False 65,305
120 9,576 6,415 3,161 33.3% 176 1.8% 97% True False 54,425
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 38
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 10,010
2.618 9,843
1.618 9,741
1.000 9,678
0.618 9,639
HIGH 9,576
0.618 9,537
0.500 9,525
0.382 9,513
LOW 9,474
0.618 9,411
1.000 9,372
1.618 9,309
2.618 9,207
4.250 9,041
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 9,525 9,465
PP 9,514 9,438
S1 9,504 9,410

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

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