mini-sized Dow ($5) Future December 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	9,164	9,266	102	1.1%	9,061
High	9,344	9,276	-68	-0.7%	9,344
Low	9,136	9,199	63	0.7%	9,052
Close	9,268	9,261	-7	-0.1%	9,268
Range	208	77	-131	-63.0%	292
ATR	139	135	-4	-3.2%	0
Volume	110	235	125	113.6%	543

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,476	9,446	9,303
R3	9,399	9,369	9,282
R2	9,322	9,322	9,275
R1	9,292	9,292	9,268	9,269
PP	9,245	9,245	9,245	9,234
S1	9,215	9,215	9,254	9,192
S2	9,168	9,168	9,247
S3	9,091	9,138	9,240
S4	9,014	9,061	9,219

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,097	9,975	9,429
R3	9,805	9,683	9,348
R2	9,513	9,513	9,322
R1	9,391	9,391	9,295	9,452
PP	9,221	9,221	9,221	9,252
S1	9,099	9,099	9,241	9,160
S2	8,929	8,929	9,215
S3	8,637	8,807	9,188
S4	8,345	8,515	9,108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,344	9,108	236	2.5%	130	1.4%	65%	False	False	107
10	9,344	8,901	443	4.8%	132	1.4%	81%	False	False	119
20	9,344	8,174	1,170	12.6%	134	1.5%	93%	False	False	110
40	9,344	7,961	1,383	14.9%	136	1.5%	94%	False	False	73

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	26
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	9,603
2.618	9,478
1.618	9,401
1.000	9,353
0.618	9,324
HIGH	9,276
0.618	9,247
0.500	9,238
0.382	9,229
LOW	9,199
0.618	9,152
1.000	9,122
1.618	9,075
2.618	8,998
4.250	8,872

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	9,253	9,250
PP	9,245	9,240
S1	9,238	9,229

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