mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 9,200 9,255 55 0.6% 9,232
High 9,284 9,445 161 1.7% 9,445
Low 9,186 9,192 6 0.1% 9,033
Close 9,259 9,429 170 1.8% 9,429
Range 98 253 155 158.2% 412
ATR 150 157 7 4.9% 0
Volume 158 193 35 22.2% 734
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,114 10,025 9,568
R3 9,861 9,772 9,499
R2 9,608 9,608 9,476
R1 9,519 9,519 9,452 9,564
PP 9,355 9,355 9,355 9,378
S1 9,266 9,266 9,406 9,311
S2 9,102 9,102 9,383
S3 8,849 9,013 9,360
S4 8,596 8,760 9,290
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,538 10,396 9,656
R3 10,126 9,984 9,542
R2 9,714 9,714 9,505
R1 9,572 9,572 9,467 9,643
PP 9,302 9,302 9,302 9,338
S1 9,160 9,160 9,391 9,231
S2 8,890 8,890 9,354
S3 8,478 8,748 9,316
S4 8,066 8,336 9,203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,445 9,033 412 4.4% 169 1.8% 96% True False 146
10 9,445 9,033 412 4.4% 168 1.8% 96% True False 136
20 9,445 8,901 544 5.8% 152 1.6% 97% True False 121
40 9,445 7,961 1,484 15.7% 147 1.6% 99% True False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 10,520
2.618 10,107
1.618 9,854
1.000 9,698
0.618 9,601
HIGH 9,445
0.618 9,348
0.500 9,319
0.382 9,289
LOW 9,192
0.618 9,036
1.000 8,939
1.618 8,783
2.618 8,530
4.250 8,117
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 9,392 9,368
PP 9,355 9,308
S1 9,319 9,247

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

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