mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 9,423 9,459 36 0.4% 9,232
High 9,553 9,510 -43 -0.5% 9,445
Low 9,385 9,415 30 0.3% 9,033
Close 9,464 9,467 3 0.0% 9,429
Range 168 95 -73 -43.5% 412
ATR 154 150 -4 -2.7% 0
Volume 635 828 193 30.4% 734
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,749 9,703 9,519
R3 9,654 9,608 9,493
R2 9,559 9,559 9,485
R1 9,513 9,513 9,476 9,536
PP 9,464 9,464 9,464 9,476
S1 9,418 9,418 9,458 9,441
S2 9,369 9,369 9,450
S3 9,274 9,323 9,441
S4 9,179 9,228 9,415
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 9,186 367 3.9% 142 1.5% 77% False False 400
10 9,553 9,033 520 5.5% 157 1.7% 83% False False 257
20 9,553 8,982 571 6.0% 152 1.6% 85% False False 194
40 9,553 7,961 1,592 16.8% 145 1.5% 95% False False 135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9,914
2.618 9,759
1.618 9,664
1.000 9,605
0.618 9,569
HIGH 9,510
0.618 9,474
0.500 9,463
0.382 9,451
LOW 9,415
0.618 9,356
1.000 9,320
1.618 9,261
2.618 9,166
4.250 9,011
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 9,466 9,469
PP 9,464 9,468
S1 9,463 9,468

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

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