mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 9,522 9,569 47 0.5% 9,487
High 9,598 9,638 40 0.4% 9,638
Low 9,443 9,485 42 0.4% 9,441
Close 9,567 9,536 -31 -0.3% 9,536
Range 155 153 -2 -1.3% 197
ATR 157 157 0 -0.2% 0
Volume 139,458 161,849 22,391 16.1% 724,464
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,012 9,927 9,620
R3 9,859 9,774 9,578
R2 9,706 9,706 9,564
R1 9,621 9,621 9,550 9,587
PP 9,553 9,553 9,553 9,536
S1 9,468 9,468 9,522 9,434
S2 9,400 9,400 9,508
S3 9,247 9,315 9,494
S4 9,094 9,162 9,452
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,129 10,030 9,644
R3 9,932 9,833 9,590
R2 9,735 9,735 9,572
R1 9,636 9,636 9,554 9,686
PP 9,538 9,538 9,538 9,563
S1 9,439 9,439 9,518 9,489
S2 9,341 9,341 9,500
S3 9,144 9,242 9,482
S4 8,947 9,045 9,428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,638 9,441 197 2.1% 137 1.4% 48% True False 144,892
10 9,638 9,091 547 5.7% 156 1.6% 81% True False 138,541
20 9,638 9,091 547 5.7% 160 1.7% 81% True False 133,171
40 9,638 8,018 1,620 17.0% 153 1.6% 94% True False 131,018
60 9,638 8,018 1,620 17.0% 155 1.6% 94% True False 118,635
80 9,638 8,018 1,620 17.0% 162 1.7% 94% True False 89,057
100 9,638 7,614 2,024 21.2% 167 1.8% 95% True False 71,259
120 9,638 6,805 2,833 29.7% 173 1.8% 96% True False 59,389
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,288
2.618 10,039
1.618 9,886
1.000 9,791
0.618 9,733
HIGH 9,638
0.618 9,580
0.500 9,562
0.382 9,544
LOW 9,485
0.618 9,391
1.000 9,332
1.618 9,238
2.618 9,085
4.250 8,835
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 9,562 9,541
PP 9,553 9,539
S1 9,545 9,538

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

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