mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 9,592 9,611 19 0.2% 9,410
High 9,629 9,714 85 0.9% 9,649
Low 9,497 9,578 81 0.9% 9,401
Close 9,611 9,662 51 0.5% 9,592
Range 132 136 4 3.0% 248
ATR 142 141 0 -0.3% 0
Volume 37,947 28,675 -9,272 -24.4% 496,208
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,059 9,997 9,737
R3 9,923 9,861 9,700
R2 9,787 9,787 9,687
R1 9,725 9,725 9,675 9,756
PP 9,651 9,651 9,651 9,667
S1 9,589 9,589 9,650 9,620
S2 9,515 9,515 9,637
S3 9,379 9,453 9,625
S4 9,243 9,317 9,587
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 9,714 9,444 270 2.8% 122 1.3% 81% True False 86,621
10 9,714 9,247 467 4.8% 132 1.4% 89% True False 119,861
20 9,714 9,106 608 6.3% 140 1.4% 91% True False 129,545
40 9,714 8,762 952 9.9% 147 1.5% 95% True False 129,167
60 9,714 8,018 1,696 17.6% 152 1.6% 97% True False 128,724
80 9,714 8,018 1,696 17.6% 155 1.6% 97% True False 105,734
100 9,714 7,805 1,909 19.8% 160 1.7% 97% True False 84,607
120 9,714 7,338 2,376 24.6% 169 1.7% 98% True False 70,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 10,292
2.618 10,070
1.618 9,934
1.000 9,850
0.618 9,798
HIGH 9,714
0.618 9,662
0.500 9,646
0.382 9,630
LOW 9,578
0.618 9,494
1.000 9,442
1.618 9,358
2.618 9,222
4.250 9,000
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 9,657 9,643
PP 9,651 9,624
S1 9,646 9,606

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

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