mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 8,985 9,014 29 0.3% 8,990
High 9,144 9,131 -13 -0.1% 9,144
Low 8,982 9,014 32 0.4% 8,901
Close 9,032 9,066 34 0.4% 9,066
Range 162 117 -45 -27.8% 243
ATR 138 136 -1 -1.1% 0
Volume 63 277 214 339.7% 515
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,421 9,361 9,130
R3 9,304 9,244 9,098
R2 9,187 9,187 9,088
R1 9,127 9,127 9,077 9,157
PP 9,070 9,070 9,070 9,086
S1 9,010 9,010 9,055 9,040
S2 8,953 8,953 9,045
S3 8,836 8,893 9,034
S4 8,719 8,776 9,002
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,766 9,659 9,200
R3 9,523 9,416 9,133
R2 9,280 9,280 9,111
R1 9,173 9,173 9,088 9,227
PP 9,037 9,037 9,037 9,064
S1 8,930 8,930 9,044 8,984
S2 8,794 8,794 9,022
S3 8,551 8,687 8,999
S4 8,308 8,444 8,932
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,144 8,901 243 2.7% 128 1.4% 68% False False 103
10 9,144 8,610 534 5.9% 130 1.4% 85% False False 114
20 9,144 7,961 1,183 13.0% 139 1.5% 93% False False 86
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,628
2.618 9,437
1.618 9,320
1.000 9,248
0.618 9,203
HIGH 9,131
0.618 9,086
0.500 9,073
0.382 9,059
LOW 9,014
0.618 8,942
1.000 8,897
1.618 8,825
2.618 8,708
4.250 8,517
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 9,073 9,052
PP 9,070 9,037
S1 9,068 9,023

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

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