mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 8,472 8,583 111 1.3% 8,000
High 8,626 8,643 17 0.2% 8,643
Low 8,440 8,553 113 1.3% 7,961
Close 8,607 8,635 28 0.3% 8,635
Range 186 90 -96 -51.6% 682
ATR 147 143 -4 -2.8% 0
Volume 112 57 -55 -49.1% 316
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,880 8,848 8,685
R3 8,790 8,758 8,660
R2 8,700 8,700 8,652
R1 8,668 8,668 8,643 8,684
PP 8,610 8,610 8,610 8,619
S1 8,578 8,578 8,627 8,594
S2 8,520 8,520 8,619
S3 8,430 8,488 8,610
S4 8,340 8,398 8,586
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 10,459 10,229 9,010
R3 9,777 9,547 8,823
R2 9,095 9,095 8,760
R1 8,865 8,865 8,698 8,980
PP 8,413 8,413 8,413 8,471
S1 8,183 8,183 8,573 8,298
S2 7,731 7,731 8,510
S3 7,049 7,501 8,448
S4 6,367 6,819 8,260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,643 7,961 682 7.9% 170 2.0% 99% True False 63
10 8,643 7,961 682 7.9% 148 1.7% 99% True False 59
20 8,643 7,961 682 7.9% 151 1.8% 99% True False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,026
2.618 8,879
1.618 8,789
1.000 8,733
0.618 8,699
HIGH 8,643
0.618 8,609
0.500 8,598
0.382 8,588
LOW 8,553
0.618 8,498
1.000 8,463
1.618 8,408
2.618 8,318
4.250 8,171
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 8,623 8,579
PP 8,610 8,523
S1 8,598 8,468

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

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