mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 9,061 9,187 126 1.4% 8,990
High 9,195 9,229 34 0.4% 9,144
Low 9,052 9,127 75 0.8% 8,901
Close 9,189 9,228 39 0.4% 9,066
Range 143 102 -41 -28.7% 243
ATR 137 134 -2 -1.8% 0
Volume 240 84 -156 -65.0% 515
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,501 9,466 9,284
R3 9,399 9,364 9,256
R2 9,297 9,297 9,247
R1 9,262 9,262 9,237 9,280
PP 9,195 9,195 9,195 9,203
S1 9,160 9,160 9,219 9,178
S2 9,093 9,093 9,209
S3 8,991 9,058 9,200
S4 8,889 8,956 9,172
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 9,229 8,901 328 3.6% 130 1.4% 100% True False 141
10 9,229 8,750 479 5.2% 130 1.4% 100% True False 141
20 9,229 7,961 1,268 13.7% 135 1.5% 100% True False 97
40 9,229 7,961 1,268 13.7% 131 1.4% 100% True False 63
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 27
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9,663
2.618 9,496
1.618 9,394
1.000 9,331
0.618 9,292
HIGH 9,229
0.618 9,190
0.500 9,178
0.382 9,166
LOW 9,127
0.618 9,064
1.000 9,025
1.618 8,962
2.618 8,860
4.250 8,694
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 9,211 9,193
PP 9,195 9,157
S1 9,178 9,122

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

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