mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 9,335 9,232 -103 -1.1% 9,266
High 9,350 9,235 -115 -1.2% 9,369
Low 9,143 9,033 -110 -1.2% 9,101
Close 9,261 9,058 -203 -2.2% 9,261
Range 207 202 -5 -2.4% 268
ATR 149 155 6 3.8% 0
Volume 106 82 -24 -22.6% 629
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,715 9,588 9,169
R3 9,513 9,386 9,114
R2 9,311 9,311 9,095
R1 9,184 9,184 9,077 9,147
PP 9,109 9,109 9,109 9,090
S1 8,982 8,982 9,040 8,945
S2 8,907 8,907 9,021
S3 8,705 8,780 9,003
S4 8,503 8,578 8,947
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 9,033 336 3.7% 193 2.1% 7% False True 95
10 9,369 9,033 336 3.7% 162 1.8% 7% False True 101
20 9,369 8,702 667 7.4% 146 1.6% 53% False False 118
40 9,369 7,961 1,408 15.5% 147 1.6% 78% False False 83
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 False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,094
2.618 9,764
1.618 9,562
1.000 9,437
0.618 9,360
HIGH 9,235
0.618 9,158
0.500 9,134
0.382 9,110
LOW 9,033
0.618 8,908
1.000 8,831
1.618 8,706
2.618 8,504
4.250 8,175
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 9,134 9,201
PP 9,109 9,153
S1 9,083 9,106

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

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