mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 8,362 8,380 18 0.2% 8,358
High 8,466 8,380 -86 -1.0% 8,423
Low 8,331 8,178 -153 -1.8% 8,143
Close 8,392 8,185 -207 -2.5% 8,315
Range 135 202 67 49.6% 280
ATR 129 135 6 4.7% 0
Volume 17 74 57 335.3% 147
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,854 8,721 8,296
R3 8,652 8,519 8,241
R2 8,450 8,450 8,222
R1 8,317 8,317 8,204 8,283
PP 8,248 8,248 8,248 8,230
S1 8,115 8,115 8,167 8,081
S2 8,046 8,046 8,148
S3 7,844 7,913 8,130
S4 7,642 7,711 8,074
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 8,178 288 3.5% 152 1.9% 2% False True 37
10 8,478 8,143 335 4.1% 159 1.9% 13% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,239
2.618 8,909
1.618 8,707
1.000 8,582
0.618 8,505
HIGH 8,380
0.618 8,303
0.500 8,279
0.382 8,255
LOW 8,178
0.618 8,053
1.000 7,976
1.618 7,851
2.618 7,649
4.250 7,320
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 8,279 8,322
PP 8,248 8,276
S1 8,216 8,231

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

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