mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 9,302 9,273 -29 -0.3% 9,487
High 9,341 9,353 12 0.1% 9,638
Low 9,258 9,247 -11 -0.1% 9,441
Close 9,277 9,330 53 0.6% 9,536
Range 83 106 23 27.7% 197
ATR 158 154 -4 -2.3% 0
Volume 248,173 149,510 -98,663 -39.8% 724,464
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,628 9,585 9,388
R3 9,522 9,479 9,359
R2 9,416 9,416 9,350
R1 9,373 9,373 9,340 9,395
PP 9,310 9,310 9,310 9,321
S1 9,267 9,267 9,320 9,289
S2 9,204 9,204 9,311
S3 9,098 9,161 9,301
S4 8,992 9,055 9,272
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 9,247 391 4.2% 149 1.6% 21% False True 164,203
10 9,638 9,247 391 4.2% 154 1.6% 21% False True 149,414
20 9,638 9,091 547 5.9% 162 1.7% 44% False False 139,462
40 9,638 8,018 1,620 17.4% 154 1.6% 81% False False 133,112
60 9,638 8,018 1,620 17.4% 154 1.6% 81% False False 129,471
80 9,638 8,018 1,620 17.4% 161 1.7% 81% False False 97,291
100 9,638 7,677 1,961 21.0% 165 1.8% 84% False False 77,848
120 9,638 7,112 2,526 27.1% 173 1.9% 88% False False 64,881
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,804
2.618 9,631
1.618 9,525
1.000 9,459
0.618 9,419
HIGH 9,353
0.618 9,313
0.500 9,300
0.382 9,288
LOW 9,247
0.618 9,182
1.000 9,141
1.618 9,076
2.618 8,970
4.250 8,797
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 9,320 9,401
PP 9,310 9,377
S1 9,300 9,354

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

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