mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 03-Jul-2009

Day Change Summary
	Previous	Current
	02-Jul-2009	03-Jul-2009	Change	Change %	Previous Week
Open	8,380	8,152	-228	-2.7%	8,352
High	8,380	8,203	-177	-2.1%	8,466
Low	8,178	8,152	-26	-0.3%	8,152
Close	8,185	8,185	0	0.0%	8,185
Range	202	51	-151	-74.8%	314
ATR	135	129	-6	-4.4%	0
Volume	74	71	-3	-4.1%	200

Daily Pivots for day following 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,333	8,310	8,213
R3	8,282	8,259	8,199
R2	8,231	8,231	8,194
R1	8,208	8,208	8,190	8,220
PP	8,180	8,180	8,180	8,186
S1	8,157	8,157	8,180	8,169
S2	8,129	8,129	8,176
S3	8,078	8,106	8,171
S4	8,027	8,055	8,157

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,210	9,011	8,358
R3	8,896	8,697	8,271
R2	8,582	8,582	8,243
R1	8,383	8,383	8,214	8,326
PP	8,268	8,268	8,268	8,239
S1	8,069	8,069	8,156	8,012
S2	7,954	7,954	8,128
S3	7,640	7,755	8,099
S4	7,326	7,441	8,012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,466	8,152	314	3.8%	138	1.7%	11%	False	True	40
10	8,466	8,143	323	3.9%	155	1.9%	13%	False	False	34

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	8,420
2.618	8,337
1.618	8,286
1.000	8,254
0.618	8,235
HIGH	8,203
0.618	8,184
0.500	8,178
0.382	8,172
LOW	8,152
0.618	8,121
1.000	8,101
1.618	8,070
2.618	8,019
4.250	7,935

Fisher Pivots for day following 03-Jul-2009
Pivot	1 day	3 day
R1	8,183	8,309
PP	8,180	8,268
S1	8,178	8,226

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols