mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 9,487 9,490 3 0.0% 9,305
High 9,576 9,617 41 0.4% 9,508
Low 9,474 9,441 -33 -0.3% 9,091
Close 9,493 9,523 30 0.3% 9,489
Range 102 176 74 72.5% 417
ATR 161 162 1 0.7% 0
Volume 128,796 132,686 3,890 3.0% 660,947
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,055 9,965 9,620
R3 9,879 9,789 9,572
R2 9,703 9,703 9,555
R1 9,613 9,613 9,539 9,658
PP 9,527 9,527 9,527 9,550
S1 9,437 9,437 9,507 9,482
S2 9,351 9,351 9,491
S3 9,175 9,261 9,475
S4 8,999 9,085 9,426
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 9,617 9,107 510 5.4% 167 1.7% 82% True False 129,239
10 9,617 9,091 526 5.5% 177 1.9% 82% True False 132,291
20 9,617 8,955 662 7.0% 159 1.7% 86% True False 130,475
40 9,617 8,018 1,599 16.8% 157 1.6% 94% True False 128,107
60 9,617 8,018 1,599 16.8% 155 1.6% 94% True False 110,970
80 9,617 8,018 1,599 16.8% 162 1.7% 94% True False 83,272
100 9,617 7,614 2,003 21.0% 170 1.8% 95% True False 66,631
120 9,617 6,415 3,202 33.6% 174 1.8% 97% True False 55,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,365
2.618 10,078
1.618 9,902
1.000 9,793
0.618 9,726
HIGH 9,617
0.618 9,550
0.500 9,529
0.382 9,508
LOW 9,441
0.618 9,332
1.000 9,265
1.618 9,156
2.618 8,980
4.250 8,693
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 9,529 9,493
PP 9,527 9,463
S1 9,525 9,433

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

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