mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 15-Jul-2009

Day Change Summary
	Previous	Current
	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	8,201	8,300	99	1.2%	8,105
High	8,270	8,512	242	2.9%	8,235
Low	8,174	8,292	118	1.4%	7,978
Close	8,245	8,481	236	2.9%	8,026
Range	96	220	124	129.2%	257
ATR	134	144	9	7.1%	0
Volume	78	36	-42	-53.8%	277

Daily Pivots for day following 15-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,088	9,005	8,602
R3	8,868	8,785	8,542
R2	8,648	8,648	8,521
R1	8,565	8,565	8,501	8,607
PP	8,428	8,428	8,428	8,449
S1	8,345	8,345	8,461	8,387
S2	8,208	8,208	8,441
S3	7,988	8,125	8,421
S4	7,768	7,905	8,360

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,851	8,695	8,167
R3	8,594	8,438	8,097
R2	8,337	8,337	8,073
R1	8,181	8,181	8,050	8,131
PP	8,080	8,080	8,080	8,054
S1	7,924	7,924	8,003	7,874
S2	7,823	7,823	7,979
S3	7,566	7,667	7,955
S4	7,309	7,410	7,885

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,512	7,961	551	6.5%	149	1.8%	94%	True	False	53
10	8,512	7,961	551	6.5%	146	1.7%	94%	True	False	56
20	8,512	7,961	551	6.5%	143	1.7%	94%	True	False	39

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,447
2.618	9,088
1.618	8,868
1.000	8,732
0.618	8,648
HIGH	8,512
0.618	8,428
0.500	8,402
0.382	8,376
LOW	8,292
0.618	8,156
1.000	8,072
1.618	7,936
2.618	7,716
4.250	7,357

Fisher Pivots for day following 15-Jul-2009
Pivot	1 day	3 day
R1	8,455	8,400
PP	8,428	8,318
S1	8,402	8,237

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