mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 9,411 9,247 -164 -1.7% 9,432
High 9,492 9,278 -214 -2.3% 9,576
Low 9,226 9,200 -26 -0.3% 9,385
Close 9,243 9,217 -26 -0.3% 9,476
Range 266 78 -188 -70.7% 191
ATR 156 151 -6 -3.6% 0
Volume 435 854 419 96.3% 2,970
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,466 9,419 9,260
R3 9,388 9,341 9,239
R2 9,310 9,310 9,231
R1 9,263 9,263 9,224 9,248
PP 9,232 9,232 9,232 9,224
S1 9,185 9,185 9,210 9,170
S2 9,154 9,154 9,203
S3 9,076 9,107 9,196
S4 8,998 9,029 9,174
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 9,200 376 4.1% 154 1.7% 5% False True 637
10 9,576 9,186 390 4.2% 148 1.6% 8% False False 518
20 9,576 9,033 543 5.9% 158 1.7% 34% False False 320
40 9,576 7,961 1,615 17.5% 146 1.6% 78% False False 208
60 9,576 7,961 1,615 17.5% 140 1.5% 78% False False 149
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 44
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 9,610
2.618 9,482
1.618 9,404
1.000 9,356
0.618 9,326
HIGH 9,278
0.618 9,248
0.500 9,239
0.382 9,230
LOW 9,200
0.618 9,152
1.000 9,122
1.618 9,074
2.618 8,996
4.250 8,869
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 9,239 9,346
PP 9,232 9,303
S1 9,224 9,260

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

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