mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 9,609 9,592 -17 -0.2% 9,410
High 9,649 9,629 -20 -0.2% 9,649
Low 9,570 9,497 -73 -0.8% 9,401
Close 9,592 9,611 19 0.2% 9,592
Range 79 132 53 67.1% 248
ATR 143 142 -1 -0.5% 0
Volume 72,077 37,947 -34,130 -47.4% 496,208
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,975 9,925 9,684
R3 9,843 9,793 9,647
R2 9,711 9,711 9,635
R1 9,661 9,661 9,623 9,686
PP 9,579 9,579 9,579 9,592
S1 9,529 9,529 9,599 9,554
S2 9,447 9,447 9,587
S3 9,315 9,397 9,575
S4 9,183 9,265 9,539
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 9,401 248 2.6% 120 1.2% 85% False False 106,831
10 9,649 9,247 402 4.2% 132 1.4% 91% False False 130,683
20 9,649 9,091 558 5.8% 144 1.5% 93% False False 134,612
40 9,649 8,667 982 10.2% 147 1.5% 96% False False 131,021
60 9,649 8,018 1,631 17.0% 152 1.6% 98% False False 130,366
80 9,649 8,018 1,631 17.0% 156 1.6% 98% False False 105,377
100 9,649 7,704 1,945 20.2% 160 1.7% 98% False False 84,321
120 9,649 7,338 2,311 24.0% 170 1.8% 98% False False 70,278
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,190
2.618 9,975
1.618 9,843
1.000 9,761
0.618 9,711
HIGH 9,629
0.618 9,579
0.500 9,563
0.382 9,548
LOW 9,497
0.618 9,416
1.000 9,365
1.618 9,284
2.618 9,152
4.250 8,936
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 9,595 9,598
PP 9,579 9,586
S1 9,563 9,573

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

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