mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 9,114 9,200 86 0.9% 9,266
High 9,236 9,284 48 0.5% 9,369
Low 9,049 9,186 137 1.5% 9,101
Close 9,215 9,259 44 0.5% 9,261
Range 187 98 -89 -47.6% 268
ATR 154 150 -4 -2.6% 0
Volume 97 158 61 62.9% 629
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,537 9,496 9,313
R3 9,439 9,398 9,286
R2 9,341 9,341 9,277
R1 9,300 9,300 9,268 9,321
PP 9,243 9,243 9,243 9,253
S1 9,202 9,202 9,250 9,223
S2 9,145 9,145 9,241
S3 9,047 9,104 9,232
S4 8,949 9,006 9,205
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 9,350 9,033 317 3.4% 159 1.7% 71% False False 129
10 9,369 9,033 336 3.6% 164 1.8% 67% False False 128
20 9,369 8,893 476 5.1% 144 1.6% 77% False False 117
40 9,369 7,961 1,408 15.2% 143 1.5% 92% False False 92
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,701
2.618 9,541
1.618 9,443
1.000 9,382
0.618 9,345
HIGH 9,284
0.618 9,247
0.500 9,235
0.382 9,224
LOW 9,186
0.618 9,126
1.000 9,088
1.618 9,028
2.618 8,930
4.250 8,770
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 9,251 9,228
PP 9,243 9,197
S1 9,235 9,166

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

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