mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 9,410 9,492 82 0.9% 9,523
High 9,528 9,577 49 0.5% 9,558
Low 9,401 9,444 43 0.5% 9,247
Close 9,496 9,538 42 0.4% 9,417
Range 127 133 6 4.7% 311
ATR 150 149 -1 -0.8% 0
Volume 129,722 131,740 2,018 1.6% 772,679
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,919 9,861 9,611
R3 9,786 9,728 9,575
R2 9,653 9,653 9,563
R1 9,595 9,595 9,550 9,624
PP 9,520 9,520 9,520 9,534
S1 9,462 9,462 9,526 9,491
S2 9,387 9,387 9,514
S3 9,254 9,329 9,502
S4 9,121 9,196 9,465
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 9,577 9,247 330 3.5% 115 1.2% 88% True False 154,531
10 9,638 9,247 391 4.1% 139 1.5% 74% False False 149,712
20 9,638 9,091 547 5.7% 158 1.7% 82% False False 141,001
40 9,638 8,327 1,311 13.7% 152 1.6% 92% False False 133,705
60 9,638 8,018 1,620 17.0% 152 1.6% 94% False False 132,532
80 9,638 8,018 1,620 17.0% 159 1.7% 94% False False 101,973
100 9,638 7,677 1,961 20.6% 164 1.7% 95% False False 81,596
120 9,638 7,180 2,458 25.8% 173 1.8% 96% False False 68,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 10,142
2.618 9,925
1.618 9,792
1.000 9,710
0.618 9,659
HIGH 9,577
0.618 9,526
0.500 9,511
0.382 9,495
LOW 9,444
0.618 9,362
1.000 9,311
1.618 9,229
2.618 9,096
4.250 8,879
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 9,529 9,507
PP 9,520 9,477
S1 9,511 9,446

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

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