mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 9,432 9,423 -9 -0.1% 9,232
High 9,513 9,553 40 0.4% 9,445
Low 9,416 9,385 -31 -0.3% 9,033
Close 9,433 9,464 31 0.3% 9,429
Range 97 168 71 73.2% 412
ATR 153 154 1 0.7% 0
Volume 187 635 448 239.6% 734
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,971 9,886 9,557
R3 9,803 9,718 9,510
R2 9,635 9,635 9,495
R1 9,550 9,550 9,480 9,593
PP 9,467 9,467 9,467 9,489
S1 9,382 9,382 9,449 9,425
S2 9,299 9,299 9,433
S3 9,131 9,214 9,418
S4 8,963 9,046 9,372
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 9,553 9,049 504 5.3% 161 1.7% 82% True False 254
10 9,553 9,033 520 5.5% 171 1.8% 83% True False 182
20 9,553 8,901 652 6.9% 153 1.6% 86% True False 155
40 9,553 7,961 1,592 16.8% 146 1.5% 94% True False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,267
2.618 9,993
1.618 9,825
1.000 9,721
0.618 9,657
HIGH 9,553
0.618 9,489
0.500 9,469
0.382 9,449
LOW 9,385
0.618 9,281
1.000 9,217
1.618 9,113
2.618 8,945
4.250 8,671
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 9,469 9,434
PP 9,467 9,403
S1 9,466 9,373

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

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