mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	9,014	9,061	47	0.5%	8,990
High	9,131	9,195	64	0.7%	9,144
Low	9,014	9,052	38	0.4%	8,901
Close	9,066	9,189	123	1.4%	9,066
Range	117	143	26	22.2%	243
ATR	136	137	0	0.4%	0
Volume	277	240	-37	-13.4%	515

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,574	9,525	9,268
R3	9,431	9,382	9,228
R2	9,288	9,288	9,215
R1	9,239	9,239	9,202	9,264
PP	9,145	9,145	9,145	9,158
S1	9,096	9,096	9,176	9,121
S2	9,002	9,002	9,163
S3	8,859	8,953	9,150
S4	8,716	8,810	9,110

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	9,195	8,901	294	3.2%	133	1.4%	98%	True	False	131
10	9,195	8,702	493	5.4%	131	1.4%	99%	True	False	135
20	9,195	7,961	1,234	13.4%	140	1.5%	100%	True	False	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,803
2.618	9,569
1.618	9,426
1.000	9,338
0.618	9,283
HIGH	9,195
0.618	9,140
0.500	9,124
0.382	9,107
LOW	9,052
0.618	8,964
1.000	8,909
1.618	8,821
2.618	8,678
4.250	8,444

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	9,167	9,156
PP	9,145	9,122
S1	9,124	9,089

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