mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 8,420 8,362 -58 -0.7% 8,358
High 8,435 8,466 31 0.4% 8,423
Low 8,281 8,331 50 0.6% 8,143
Close 8,336 8,392 56 0.7% 8,315
Range 154 135 -19 -12.3% 280
ATR 129 129 0 0.4% 0
Volume 13 17 4 30.8% 147
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,801 8,732 8,466
R3 8,666 8,597 8,429
R2 8,531 8,531 8,417
R1 8,462 8,462 8,405 8,497
PP 8,396 8,396 8,396 8,414
S1 8,327 8,327 8,380 8,362
S2 8,261 8,261 8,367
S3 8,126 8,192 8,355
S4 7,991 8,057 8,318
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 9,134 9,004 8,469
R3 8,854 8,724 8,392
R2 8,574 8,574 8,366
R1 8,444 8,444 8,341 8,369
PP 8,294 8,294 8,294 8,256
S1 8,164 8,164 8,289 8,089
S2 8,014 8,014 8,264
S3 7,734 7,884 8,238
S4 7,454 7,604 8,161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,466 8,143 323 3.8% 157 1.9% 77% True False 27
10 8,484 8,143 341 4.1% 141 1.7% 73% False False 22
Crabel Price Patterns
NR True
NR4 False
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 31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,040
2.618 8,820
1.618 8,685
1.000 8,601
0.618 8,550
HIGH 8,466
0.618 8,415
0.500 8,399
0.382 8,383
LOW 8,331
0.618 8,248
1.000 8,196
1.618 8,113
2.618 7,978
4.250 7,757
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 8,399 8,384
PP 8,396 8,376
S1 8,394 8,368

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

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