mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 9,521 9,522 1 0.0% 9,305
High 9,572 9,598 26 0.3% 9,508
Low 9,473 9,443 -30 -0.3% 9,091
Close 9,526 9,567 41 0.4% 9,489
Range 99 155 56 56.6% 417
ATR 157 157 0 -0.1% 0
Volume 161,675 139,458 -22,217 -13.7% 660,947
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,001 9,939 9,652
R3 9,846 9,784 9,610
R2 9,691 9,691 9,596
R1 9,629 9,629 9,581 9,660
PP 9,536 9,536 9,536 9,552
S1 9,474 9,474 9,553 9,505
S2 9,381 9,381 9,539
S3 9,226 9,319 9,525
S4 9,071 9,164 9,482
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 9,249 368 3.8% 158 1.7% 86% False False 134,625
10 9,617 9,091 526 5.5% 162 1.7% 90% False False 136,521
20 9,617 9,071 546 5.7% 159 1.7% 91% False False 132,596
40 9,617 8,018 1,599 16.7% 155 1.6% 97% False False 129,858
60 9,617 8,018 1,599 16.7% 154 1.6% 97% False False 115,956
80 9,617 8,018 1,599 16.7% 162 1.7% 97% False False 87,034
100 9,617 7,614 2,003 20.9% 168 1.8% 98% False False 69,641
120 9,617 6,610 3,007 31.4% 174 1.8% 98% False False 58,040
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 41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,257
2.618 10,004
1.618 9,849
1.000 9,753
0.618 9,694
HIGH 9,598
0.618 9,539
0.500 9,521
0.382 9,502
LOW 9,443
0.618 9,347
1.000 9,288
1.618 9,192
2.618 9,037
4.250 8,784
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 9,552 9,554
PP 9,536 9,542
S1 9,521 9,529

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

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