mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 9,496 9,447 -49 -0.5% 9,432
High 9,576 9,492 -84 -0.9% 9,576
Low 9,427 9,365 -62 -0.7% 9,385
Close 9,476 9,426 -50 -0.5% 9,476
Range 149 127 -22 -14.8% 191
ATR 150 148 -2 -1.1% 0
Volume 352 577 225 63.9% 2,970
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,809 9,744 9,496
R3 9,682 9,617 9,461
R2 9,555 9,555 9,449
R1 9,490 9,490 9,438 9,459
PP 9,428 9,428 9,428 9,412
S1 9,363 9,363 9,414 9,332
S2 9,301 9,301 9,403
S3 9,174 9,236 9,391
S4 9,047 9,109 9,356
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,052 9,955 9,581
R3 9,861 9,764 9,529
R2 9,670 9,670 9,511
R1 9,573 9,573 9,494 9,622
PP 9,479 9,479 9,479 9,503
S1 9,382 9,382 9,459 9,431
S2 9,288 9,288 9,441
S3 9,097 9,191 9,424
S4 8,906 9,000 9,371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,576 9,365 211 2.2% 138 1.5% 29% False True 672
10 9,576 9,047 529 5.6% 143 1.5% 72% False False 419
20 9,576 9,033 543 5.8% 152 1.6% 72% False False 260
40 9,576 7,961 1,615 17.1% 146 1.5% 91% False False 178
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,032
2.618 9,825
1.618 9,698
1.000 9,619
0.618 9,571
HIGH 9,492
0.618 9,444
0.500 9,429
0.382 9,414
LOW 9,365
0.618 9,287
1.000 9,238
1.618 9,160
2.618 9,033
4.250 8,825
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 9,429 9,471
PP 9,428 9,456
S1 9,427 9,441

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

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