mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 9,664 9,789 125 1.3% 9,410
High 9,803 9,857 54 0.6% 9,649
Low 9,654 9,751 97 1.0% 9,401
Close 9,786 9,799 13 0.1% 9,592
Range 149 106 -43 -28.9% 248
ATR 142 139 -3 -1.8% 0
Volume 34,319 21,825 -12,494 -36.4% 496,208
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,120 10,066 9,857
R3 10,014 9,960 9,828
R2 9,908 9,908 9,819
R1 9,854 9,854 9,809 9,881
PP 9,802 9,802 9,802 9,816
S1 9,748 9,748 9,789 9,775
S2 9,696 9,696 9,780
S3 9,590 9,642 9,770
S4 9,484 9,536 9,741
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 9,857 9,497 360 3.7% 121 1.2% 84% True False 38,968
10 9,857 9,247 610 6.2% 122 1.2% 90% True False 88,199
20 9,857 9,244 613 6.3% 138 1.4% 91% True False 118,580
40 9,857 8,828 1,029 10.5% 147 1.5% 94% True False 124,110
60 9,857 8,018 1,839 18.8% 151 1.5% 97% True False 125,530
80 9,857 8,018 1,839 18.8% 153 1.6% 97% True False 106,431
100 9,857 7,814 2,043 20.8% 159 1.6% 97% True False 85,167
120 9,857 7,338 2,519 25.7% 168 1.7% 98% True False 70,983
Crabel Price Patterns
NR True
NR4 True
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 29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,308
2.618 10,135
1.618 10,029
1.000 9,963
0.618 9,923
HIGH 9,857
0.618 9,817
0.500 9,804
0.382 9,792
LOW 9,751
0.618 9,686
1.000 9,645
1.618 9,580
2.618 9,474
4.250 9,301
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 9,804 9,772
PP 9,802 9,745
S1 9,801 9,718

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

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