mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 8,793 8,809 16 0.2% 8,000
High 8,818 8,839 21 0.2% 8,643
Low 8,702 8,750 48 0.6% 7,961
Close 8,824 8,772 -52 -0.6% 8,635
Range 116 89 -27 -23.3% 682
ATR 140 137 -4 -2.6% 0
Volume 29 37 8 27.6% 316
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,054 9,002 8,821
R3 8,965 8,913 8,797
R2 8,876 8,876 8,788
R1 8,824 8,824 8,780 8,806
PP 8,787 8,787 8,787 8,778
S1 8,735 8,735 8,764 8,717
S2 8,698 8,698 8,756
S3 8,609 8,646 8,748
S4 8,520 8,557 8,723
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 8,839 8,440 399 4.5% 123 1.4% 83% True False 52
10 8,839 7,961 878 10.0% 136 1.5% 92% True False 52
20 8,839 7,961 878 10.0% 143 1.6% 92% True False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,217
2.618 9,072
1.618 8,983
1.000 8,928
0.618 8,894
HIGH 8,839
0.618 8,805
0.500 8,795
0.382 8,784
LOW 8,750
0.618 8,695
1.000 8,661
1.618 8,606
2.618 8,517
4.250 8,372
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 8,795 8,756
PP 8,787 8,740
S1 8,780 8,725

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

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