mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 9,273 9,330 57 0.6% 9,523
High 9,353 9,442 89 1.0% 9,558
Low 9,247 9,315 68 0.7% 9,247
Close 9,330 9,417 87 0.9% 9,417
Range 106 127 21 19.8% 311
ATR 154 152 -2 -1.2% 0
Volume 149,510 113,513 -35,997 -24.1% 772,679
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,772 9,722 9,487
R3 9,645 9,595 9,452
R2 9,518 9,518 9,440
R1 9,468 9,468 9,429 9,493
PP 9,391 9,391 9,391 9,404
S1 9,341 9,341 9,405 9,366
S2 9,264 9,264 9,394
S3 9,137 9,214 9,382
S4 9,010 9,087 9,347
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,340 10,190 9,588
R3 10,029 9,879 9,503
R2 9,718 9,718 9,474
R1 9,568 9,568 9,446 9,488
PP 9,407 9,407 9,407 9,367
S1 9,257 9,257 9,389 9,177
S2 9,096 9,096 9,360
S3 8,785 8,946 9,332
S4 8,474 8,635 9,246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,558 9,247 311 3.3% 144 1.5% 55% False False 154,535
10 9,638 9,247 391 4.2% 140 1.5% 43% False False 149,714
20 9,638 9,091 547 5.8% 157 1.7% 60% False False 138,668
40 9,638 8,018 1,620 17.2% 154 1.6% 86% False False 133,048
60 9,638 8,018 1,620 17.2% 153 1.6% 86% False False 131,251
80 9,638 8,018 1,620 17.2% 159 1.7% 86% False False 98,708
100 9,638 7,677 1,961 20.8% 164 1.7% 89% False False 78,983
120 9,638 7,180 2,458 26.1% 173 1.8% 91% False False 65,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,982
2.618 9,775
1.618 9,648
1.000 9,569
0.618 9,521
HIGH 9,442
0.618 9,394
0.500 9,379
0.382 9,364
LOW 9,315
0.618 9,237
1.000 9,188
1.618 9,110
2.618 8,983
4.250 8,775
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 9,404 9,393
PP 9,391 9,369
S1 9,379 9,345

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

View Archives - Comment on this page... - Back to Index of Symbols