mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 9,165 9,288 123 1.3% 9,061
High 9,338 9,369 31 0.3% 9,344
Low 9,101 9,213 112 1.2% 9,052
Close 9,259 9,329 70 0.8% 9,268
Range 237 156 -81 -34.2% 292
ATR 144 145 1 0.6% 0
Volume 85 81 -4 -4.7% 543
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,772 9,706 9,415
R3 9,616 9,550 9,372
R2 9,460 9,460 9,358
R1 9,394 9,394 9,343 9,427
PP 9,304 9,304 9,304 9,320
S1 9,238 9,238 9,315 9,271
S2 9,148 9,148 9,301
S3 8,992 9,082 9,286
S4 8,836 8,926 9,243
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 9,369 9,101 268 2.9% 168 1.8% 85% True False 126
10 9,369 9,014 355 3.8% 147 1.6% 89% True False 134
20 9,369 8,553 816 8.7% 137 1.5% 95% True False 113
40 9,369 7,961 1,408 15.1% 144 1.5% 97% True False 79
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,032
2.618 9,778
1.618 9,622
1.000 9,525
0.618 9,466
HIGH 9,369
0.618 9,310
0.500 9,291
0.382 9,273
LOW 9,213
0.618 9,117
1.000 9,057
1.618 8,961
2.618 8,805
4.250 8,550
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 9,316 9,298
PP 9,304 9,266
S1 9,291 9,235

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

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