mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 9,459 9,499 40 0.4% 9,232
High 9,510 9,536 26 0.3% 9,445
Low 9,415 9,386 -29 -0.3% 9,033
Close 9,467 9,508 41 0.4% 9,429
Range 95 150 55 57.9% 412
ATR 150 150 0 0.0% 0
Volume 828 968 140 16.9% 734
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,927 9,867 9,591
R3 9,777 9,717 9,549
R2 9,627 9,627 9,536
R1 9,567 9,567 9,522 9,597
PP 9,477 9,477 9,477 9,492
S1 9,417 9,417 9,494 9,447
S2 9,327 9,327 9,481
S3 9,177 9,267 9,467
S4 9,027 9,117 9,426
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 9,192 361 3.8% 153 1.6% 88% False False 562
10 9,553 9,033 520 5.5% 156 1.6% 91% False False 345
20 9,553 9,014 539 5.7% 151 1.6% 92% False False 240
40 9,553 7,961 1,592 16.7% 144 1.5% 97% False False 158
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 32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,174
2.618 9,929
1.618 9,779
1.000 9,686
0.618 9,629
HIGH 9,536
0.618 9,479
0.500 9,461
0.382 9,443
LOW 9,386
0.618 9,293
1.000 9,236
1.618 9,143
2.618 8,993
4.250 8,749
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 9,492 9,495
PP 9,477 9,482
S1 9,461 9,469

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

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