mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 9,255 9,432 177 1.9% 9,232
High 9,445 9,513 68 0.7% 9,445
Low 9,192 9,416 224 2.4% 9,033
Close 9,429 9,433 4 0.0% 9,429
Range 253 97 -156 -61.7% 412
ATR 157 153 -4 -2.7% 0
Volume 193 187 -6 -3.1% 734
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,745 9,686 9,486
R3 9,648 9,589 9,460
R2 9,551 9,551 9,451
R1 9,492 9,492 9,442 9,522
PP 9,454 9,454 9,454 9,469
S1 9,395 9,395 9,424 9,425
S2 9,357 9,357 9,415
S3 9,260 9,298 9,406
S4 9,163 9,201 9,380
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 9,513 9,047 466 4.9% 148 1.6% 83% True False 167
10 9,513 9,033 480 5.1% 170 1.8% 83% True False 131
20 9,513 8,901 612 6.5% 151 1.6% 87% True False 125
40 9,513 7,961 1,552 16.5% 145 1.5% 95% True False 100
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 39
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,925
2.618 9,767
1.618 9,670
1.000 9,610
0.618 9,573
HIGH 9,513
0.618 9,476
0.500 9,465
0.382 9,453
LOW 9,416
0.618 9,356
1.000 9,319
1.618 9,259
2.618 9,162
4.250 9,004
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 9,465 9,405
PP 9,454 9,377
S1 9,444 9,350

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

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