mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 9,611 9,664 53 0.6% 9,410
High 9,714 9,803 89 0.9% 9,649
Low 9,578 9,654 76 0.8% 9,401
Close 9,662 9,786 124 1.3% 9,592
Range 136 149 13 9.6% 248
ATR 141 142 1 0.4% 0
Volume 28,675 34,319 5,644 19.7% 496,208
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,195 10,139 9,868
R3 10,046 9,990 9,827
R2 9,897 9,897 9,813
R1 9,841 9,841 9,800 9,869
PP 9,748 9,748 9,748 9,762
S1 9,692 9,692 9,772 9,720
S2 9,599 9,599 9,759
S3 9,450 9,543 9,745
S4 9,301 9,394 9,704
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 9,803 9,497 306 3.1% 125 1.3% 94% True False 67,137
10 9,803 9,247 556 5.7% 120 1.2% 97% True False 110,834
20 9,803 9,107 696 7.1% 142 1.5% 98% True False 123,950
40 9,803 8,810 993 10.1% 147 1.5% 98% True False 126,914
60 9,803 8,018 1,785 18.2% 150 1.5% 99% True False 127,469
80 9,803 8,018 1,785 18.2% 156 1.6% 99% True False 106,160
100 9,803 7,814 1,989 20.3% 159 1.6% 99% True False 84,949
120 9,803 7,338 2,465 25.2% 168 1.7% 99% True False 70,801
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 29
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 10,436
2.618 10,193
1.618 10,044
1.000 9,952
0.618 9,895
HIGH 9,803
0.618 9,746
0.500 9,729
0.382 9,711
LOW 9,654
0.618 9,562
1.000 9,505
1.618 9,413
2.618 9,264
4.250 9,021
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 9,767 9,741
PP 9,748 9,695
S1 9,729 9,650

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

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