mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 9,288 9,335 47 0.5% 9,266
High 9,369 9,350 -19 -0.2% 9,369
Low 9,213 9,143 -70 -0.8% 9,101
Close 9,329 9,261 -68 -0.7% 9,261
Range 156 207 51 32.7% 268
ATR 145 149 4 3.1% 0
Volume 81 106 25 30.9% 629
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,872 9,774 9,375
R3 9,665 9,567 9,318
R2 9,458 9,458 9,299
R1 9,360 9,360 9,280 9,306
PP 9,251 9,251 9,251 9,224
S1 9,153 9,153 9,242 9,099
S2 9,044 9,044 9,223
S3 8,837 8,946 9,204
S4 8,630 8,739 9,147
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,048 9,922 9,409
R3 9,780 9,654 9,335
R2 9,512 9,512 9,310
R1 9,386 9,386 9,286 9,315
PP 9,244 9,244 9,244 9,208
S1 9,118 9,118 9,237 9,047
S2 8,976 8,976 9,212
S3 8,708 8,850 9,187
S4 8,440 8,582 9,114
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% 60% False False 125
10 9,369 9,052 317 3.4% 156 1.7% 66% False False 117
20 9,369 8,610 759 8.2% 143 1.5% 86% False False 115
40 9,369 7,961 1,408 15.2% 147 1.6% 92% False False 81
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 True
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,230
2.618 9,892
1.618 9,685
1.000 9,557
0.618 9,478
HIGH 9,350
0.618 9,271
0.500 9,247
0.382 9,222
LOW 9,143
0.618 9,015
1.000 8,936
1.618 8,808
2.618 8,601
4.250 8,263
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 9,256 9,252
PP 9,251 9,244
S1 9,247 9,235

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

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