mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 9,494 9,302 -192 -2.0% 9,487
High 9,554 9,341 -213 -2.2% 9,638
Low 9,284 9,258 -26 -0.3% 9,441
Close 9,303 9,277 -26 -0.3% 9,536
Range 270 83 -187 -69.3% 197
ATR 163 158 -6 -3.5% 0
Volume 124,591 248,173 123,582 99.2% 724,464
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,541 9,492 9,323
R3 9,458 9,409 9,300
R2 9,375 9,375 9,292
R1 9,326 9,326 9,285 9,309
PP 9,292 9,292 9,292 9,284
S1 9,243 9,243 9,270 9,226
S2 9,209 9,209 9,262
S3 9,126 9,160 9,254
S4 9,043 9,077 9,231
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 9,258 380 4.1% 159 1.7% 5% False True 162,192
10 9,638 9,244 394 4.2% 153 1.7% 8% False False 148,961
20 9,638 9,091 547 5.9% 164 1.8% 34% False False 138,999
40 9,638 8,018 1,620 17.5% 153 1.7% 78% False False 133,492
60 9,638 8,018 1,620 17.5% 156 1.7% 78% False False 127,043
80 9,638 8,018 1,620 17.5% 161 1.7% 78% False False 95,423
100 9,638 7,677 1,961 21.1% 166 1.8% 82% False False 76,354
120 9,638 7,112 2,526 27.2% 173 1.9% 86% False False 63,635
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 49
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 9,694
2.618 9,558
1.618 9,475
1.000 9,424
0.618 9,392
HIGH 9,341
0.618 9,309
0.500 9,300
0.382 9,290
LOW 9,258
0.618 9,207
1.000 9,175
1.618 9,124
2.618 9,041
4.250 8,905
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 9,300 9,408
PP 9,292 9,364
S1 9,285 9,321

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

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