mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 9,187 9,221 34 0.4% 8,990
High 9,229 9,240 11 0.1% 9,144
Low 9,127 9,108 -19 -0.2% 8,901
Close 9,228 9,186 -42 -0.5% 9,066
Range 102 132 30 29.4% 243
ATR 134 134 0 -0.1% 0
Volume 84 17 -67 -79.8% 515
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,574 9,512 9,259
R3 9,442 9,380 9,222
R2 9,310 9,310 9,210
R1 9,248 9,248 9,198 9,213
PP 9,178 9,178 9,178 9,161
S1 9,116 9,116 9,174 9,081
S2 9,046 9,046 9,162
S3 8,914 8,984 9,150
S4 8,782 8,852 9,114
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 9,240 8,982 258 2.8% 131 1.4% 79% True False 136
10 9,240 8,769 471 5.1% 134 1.5% 89% True False 139
20 9,240 7,961 1,279 13.9% 135 1.5% 96% True False 96
40 9,240 7,961 1,279 13.9% 131 1.4% 96% True False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,801
2.618 9,586
1.618 9,454
1.000 9,372
0.618 9,322
HIGH 9,240
0.618 9,190
0.500 9,174
0.382 9,159
LOW 9,108
0.618 9,027
1.000 8,976
1.618 8,895
2.618 8,763
4.250 8,547
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 9,182 9,173
PP 9,178 9,159
S1 9,174 9,146

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

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