mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 9,536 9,609 73 0.8% 9,410
High 9,632 9,649 17 0.2% 9,649
Low 9,504 9,570 66 0.7% 9,401
Close 9,605 9,592 -13 -0.1% 9,592
Range 128 79 -49 -38.3% 248
ATR 147 143 -5 -3.3% 0
Volume 162,669 72,077 -90,592 -55.7% 496,208
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,841 9,795 9,636
R3 9,762 9,716 9,614
R2 9,683 9,683 9,607
R1 9,637 9,637 9,599 9,621
PP 9,604 9,604 9,604 9,595
S1 9,558 9,558 9,585 9,542
S2 9,525 9,525 9,578
S3 9,446 9,479 9,570
S4 9,367 9,400 9,549
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,291 10,190 9,729
R3 10,043 9,942 9,660
R2 9,795 9,795 9,638
R1 9,694 9,694 9,615 9,745
PP 9,547 9,547 9,547 9,573
S1 9,446 9,446 9,569 9,497
S2 9,299 9,299 9,547
S3 9,051 9,198 9,524
S4 8,803 8,950 9,456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,649 9,315 334 3.5% 119 1.2% 83% True False 121,944
10 9,649 9,247 402 4.2% 134 1.4% 86% True False 143,073
20 9,649 9,091 558 5.8% 148 1.5% 90% True False 139,797
40 9,649 8,611 1,038 10.8% 146 1.5% 95% True False 133,166
60 9,649 8,018 1,631 17.0% 152 1.6% 97% True False 132,182
80 9,649 8,018 1,631 17.0% 157 1.6% 97% True False 104,904
100 9,649 7,704 1,945 20.3% 161 1.7% 97% True False 83,941
120 9,649 7,338 2,311 24.1% 170 1.8% 98% True False 69,962
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 37
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 9,985
2.618 9,856
1.618 9,777
1.000 9,728
0.618 9,698
HIGH 9,649
0.618 9,619
0.500 9,610
0.382 9,600
LOW 9,570
0.618 9,521
1.000 9,491
1.618 9,442
2.618 9,363
4.250 9,234
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 9,610 9,577
PP 9,604 9,562
S1 9,598 9,547

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

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