mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 9,492 9,536 44 0.5% 9,523
High 9,577 9,632 55 0.6% 9,558
Low 9,444 9,504 60 0.6% 9,247
Close 9,538 9,605 67 0.7% 9,417
Range 133 128 -5 -3.8% 311
ATR 149 147 -1 -1.0% 0
Volume 131,740 162,669 30,929 23.5% 772,679
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,964 9,913 9,676
R3 9,836 9,785 9,640
R2 9,708 9,708 9,629
R1 9,657 9,657 9,617 9,683
PP 9,580 9,580 9,580 9,593
S1 9,529 9,529 9,593 9,555
S2 9,452 9,452 9,582
S3 9,324 9,401 9,570
S4 9,196 9,273 9,535
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 9,632 9,247 385 4.0% 124 1.3% 93% True False 137,430
10 9,638 9,247 391 4.1% 142 1.5% 92% False False 149,811
20 9,638 9,091 547 5.7% 152 1.6% 94% False False 143,342
40 9,638 8,503 1,135 11.8% 149 1.5% 97% False False 134,619
60 9,638 8,018 1,620 16.9% 152 1.6% 98% False False 133,074
80 9,638 8,018 1,620 16.9% 157 1.6% 98% False False 104,005
100 9,638 7,677 1,961 20.4% 162 1.7% 98% False False 83,222
120 9,638 7,338 2,300 23.9% 172 1.8% 99% False False 69,361
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 41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,176
2.618 9,967
1.618 9,839
1.000 9,760
0.618 9,711
HIGH 9,632
0.618 9,583
0.500 9,568
0.382 9,553
LOW 9,504
0.618 9,425
1.000 9,376
1.618 9,297
2.618 9,169
4.250 8,960
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 9,593 9,576
PP 9,580 9,546
S1 9,568 9,517

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

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