mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	8,809	8,781	-28	-0.3%	8,000
High	8,839	8,991	152	1.7%	8,643
Low	8,750	8,769	19	0.2%	7,961
Close	8,772	8,930	158	1.8%	8,635
Range	89	222	133	149.4%	682
ATR	137	143	6	4.5%	0
Volume	37	415	378	1,021.6%	316

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,563	9,468	9,052
R3	9,341	9,246	8,991
R2	9,119	9,119	8,971
R1	9,024	9,024	8,950	9,072
PP	8,897	8,897	8,897	8,920
S1	8,802	8,802	8,910	8,850
S2	8,675	8,675	8,889
S3	8,453	8,580	8,869
S4	8,231	8,358	8,808

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	8,991	8,553	438	4.9%	130	1.5%	86%	True	False	112
10	8,991	7,961	1,030	11.5%	149	1.7%	94%	True	False	85
20	8,991	7,961	1,030	11.5%	142	1.6%	94%	True	False	67

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	9,935
2.618	9,572
1.618	9,350
1.000	9,213
0.618	9,128
HIGH	8,991
0.618	8,906
0.500	8,880
0.382	8,854
LOW	8,769
0.618	8,632
1.000	8,547
1.618	8,410
2.618	8,188
4.250	7,826

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	8,913	8,902
PP	8,897	8,874
S1	8,880	8,847

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