mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 07-Jul-2009

Day Change Summary
	Previous	Current
	06-Jul-2009	07-Jul-2009	Change	Change %	Previous Week
Open	8,105	8,202	97	1.2%	8,352
High	8,220	8,235	15	0.2%	8,466
Low	8,091	8,034	-57	-0.7%	8,152
Close	8,218	8,071	-147	-1.8%	8,185
Range	129	201	72	55.8%	314
ATR	129	134	5	4.0%	0
Volume	71	38	-33	-46.5%	200

Daily Pivots for day following 07-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,716	8,595	8,182
R3	8,515	8,394	8,126
R2	8,314	8,314	8,108
R1	8,193	8,193	8,090	8,153
PP	8,113	8,113	8,113	8,094
S1	7,992	7,992	8,053	7,952
S2	7,912	7,912	8,034
S3	7,711	7,791	8,016
S4	7,510	7,590	7,961

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	8,034	432	5.4%	144	1.8%	9%	False	True	54
10	8,466	8,034	432	5.4%	153	1.9%	9%	False	True	41
20	8,760	8,034	726	9.0%	128	1.6%	5%	False	True	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,089
2.618	8,761
1.618	8,560
1.000	8,436
0.618	8,359
HIGH	8,235
0.618	8,158
0.500	8,135
0.382	8,111
LOW	8,034
0.618	7,910
1.000	7,833
1.618	7,709
2.618	7,508
4.250	7,180

Fisher Pivots for day following 07-Jul-2009
Pivot	1 day	3 day
R1	8,135	8,135
PP	8,113	8,113
S1	8,092	8,092

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