mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 8,968 8,937 -31 -0.3% 8,671
High 9,027 9,024 -3 0.0% 8,996
Low 8,906 8,901 -5 -0.1% 8,610
Close 8,992 8,989 -3 0.0% 8,999
Range 121 123 2 1.7% 386
ATR 137 136 -1 -0.7% 0
Volume 31 44 13 41.9% 630
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,340 9,288 9,057
R3 9,217 9,165 9,023
R2 9,094 9,094 9,012
R1 9,042 9,042 9,000 9,068
PP 8,971 8,971 8,971 8,985
S1 8,919 8,919 8,978 8,945
S2 8,848 8,848 8,967
S3 8,725 8,796 8,955
S4 8,602 8,673 8,921
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 10,026 9,899 9,211
R3 9,640 9,513 9,105
R2 9,254 9,254 9,070
R1 9,127 9,127 9,035 9,191
PP 8,868 8,868 8,868 8,900
S1 8,741 8,741 8,964 8,805
S2 8,482 8,482 8,928
S3 8,096 8,355 8,893
S4 7,710 7,969 8,787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,051 8,769 282 3.1% 137 1.5% 78% False False 142
10 9,051 8,440 611 6.8% 130 1.4% 90% False False 97
20 9,051 7,961 1,090 12.1% 138 1.5% 94% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,547
2.618 9,346
1.618 9,223
1.000 9,147
0.618 9,100
HIGH 9,024
0.618 8,977
0.500 8,963
0.382 8,948
LOW 8,901
0.618 8,825
1.000 8,778
1.618 8,702
2.618 8,579
4.250 8,378
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 8,980 8,985
PP 8,971 8,980
S1 8,963 8,976

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

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