mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 8,067 8,088 21 0.3% 8,352
High 8,104 8,125 21 0.3% 8,466
Low 7,978 8,035 57 0.7% 8,152
Close 8,057 8,075 18 0.2% 8,185
Range 126 90 -36 -28.6% 314
ATR 134 131 -3 -2.3% 0
Volume 50 82 32 64.0% 200
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,348 8,302 8,125
R3 8,258 8,212 8,100
R2 8,168 8,168 8,092
R1 8,122 8,122 8,083 8,100
PP 8,078 8,078 8,078 8,068
S1 8,032 8,032 8,067 8,010
S2 7,988 7,988 8,059
S3 7,898 7,942 8,050
S4 7,808 7,852 8,026
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 8,235 7,978 257 3.2% 120 1.5% 38% False False 62
10 8,466 7,978 488 6.0% 136 1.7% 20% False False 49
20 8,698 7,978 720 8.9% 128 1.6% 13% False False 34
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 23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,508
2.618 8,361
1.618 8,271
1.000 8,215
0.618 8,181
HIGH 8,125
0.618 8,091
0.500 8,080
0.382 8,070
LOW 8,035
0.618 7,980
1.000 7,945
1.618 7,890
2.618 7,800
4.250 7,653
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 8,080 8,107
PP 8,078 8,096
S1 8,077 8,086

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

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