mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 9,490 9,521 31 0.3% 9,305
High 9,617 9,572 -45 -0.5% 9,508
Low 9,441 9,473 32 0.3% 9,091
Close 9,523 9,526 3 0.0% 9,489
Range 176 99 -77 -43.8% 417
ATR 162 157 -4 -2.8% 0
Volume 132,686 161,675 28,989 21.8% 660,947
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,821 9,772 9,581
R3 9,722 9,673 9,553
R2 9,623 9,623 9,544
R1 9,574 9,574 9,535 9,599
PP 9,524 9,524 9,524 9,536
S1 9,475 9,475 9,517 9,500
S2 9,425 9,425 9,508
S3 9,326 9,376 9,499
S4 9,227 9,277 9,472
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 9,244 373 3.9% 148 1.6% 76% False False 135,729
10 9,617 9,091 526 5.5% 162 1.7% 83% False False 136,873
20 9,617 9,038 579 6.1% 159 1.7% 84% False False 132,161
40 9,617 8,018 1,599 16.8% 155 1.6% 94% False False 129,729
60 9,617 8,018 1,599 16.8% 154 1.6% 94% False False 113,656
80 9,617 8,018 1,599 16.8% 161 1.7% 94% False False 85,292
100 9,617 7,614 2,003 21.0% 169 1.8% 95% False False 68,247
120 9,617 6,431 3,186 33.4% 174 1.8% 97% False False 56,878
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9,993
2.618 9,831
1.618 9,732
1.000 9,671
0.618 9,633
HIGH 9,572
0.618 9,534
0.500 9,523
0.382 9,511
LOW 9,473
0.618 9,412
1.000 9,374
1.618 9,313
2.618 9,214
4.250 9,052
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 9,525 9,529
PP 9,524 9,528
S1 9,523 9,527

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

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