mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 9,569 9,523 -46 -0.5% 9,487
High 9,638 9,558 -80 -0.8% 9,638
Low 9,485 9,426 -59 -0.6% 9,441
Close 9,536 9,486 -50 -0.5% 9,536
Range 153 132 -21 -13.7% 197
ATR 157 155 -2 -1.1% 0
Volume 161,849 136,892 -24,957 -15.4% 724,464
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,886 9,818 9,559
R3 9,754 9,686 9,522
R2 9,622 9,622 9,510
R1 9,554 9,554 9,498 9,522
PP 9,490 9,490 9,490 9,474
S1 9,422 9,422 9,474 9,390
S2 9,358 9,358 9,462
S3 9,226 9,290 9,450
S4 9,094 9,158 9,414
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 9,426 212 2.2% 143 1.5% 28% False True 146,512
10 9,638 9,106 532 5.6% 148 1.6% 71% False False 139,229
20 9,638 9,091 547 5.8% 159 1.7% 72% False False 133,233
40 9,638 8,018 1,620 17.1% 153 1.6% 91% False False 131,077
60 9,638 8,018 1,620 17.1% 154 1.6% 91% False False 120,896
80 9,638 8,018 1,620 17.1% 160 1.7% 91% False False 90,766
100 9,638 7,665 1,973 20.8% 167 1.8% 92% False False 72,628
120 9,638 6,805 2,833 29.9% 173 1.8% 95% False False 60,529
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 50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,119
2.618 9,904
1.618 9,772
1.000 9,690
0.618 9,640
HIGH 9,558
0.618 9,508
0.500 9,492
0.382 9,477
LOW 9,426
0.618 9,345
1.000 9,294
1.618 9,213
2.618 9,081
4.250 8,865
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 9,492 9,532
PP 9,490 9,517
S1 9,488 9,501

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

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