mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 8,300 8,472 172 2.1% 8,105
High 8,512 8,626 114 1.3% 8,235
Low 8,292 8,440 148 1.8% 7,978
Close 8,481 8,607 126 1.5% 8,026
Range 220 186 -34 -15.5% 257
ATR 144 147 3 2.1% 0
Volume 36 112 76 211.1% 277
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,116 9,047 8,709
R3 8,930 8,861 8,658
R2 8,744 8,744 8,641
R1 8,675 8,675 8,624 8,710
PP 8,558 8,558 8,558 8,575
S1 8,489 8,489 8,590 8,524
S2 8,372 8,372 8,573
S3 8,186 8,303 8,556
S4 8,000 8,117 8,505
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 8,626 7,961 665 7.7% 168 2.0% 97% True False 59
10 8,626 7,961 665 7.7% 144 1.7% 97% True False 60
20 8,626 7,961 665 7.7% 151 1.8% 97% True False 44
Crabel Price Patterns
NR True
NR4 False
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,417
2.618 9,113
1.618 8,927
1.000 8,812
0.618 8,741
HIGH 8,626
0.618 8,555
0.500 8,533
0.382 8,511
LOW 8,440
0.618 8,325
1.000 8,254
1.618 8,139
2.618 7,953
4.250 7,650
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 8,582 8,538
PP 8,558 8,469
S1 8,533 8,400

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

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