mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 9,247 9,214 -33 -0.4% 9,432
High 9,278 9,291 13 0.1% 9,576
Low 9,200 9,186 -14 -0.2% 9,385
Close 9,217 9,270 53 0.6% 9,476
Range 78 105 27 34.6% 191
ATR 151 148 -3 -2.2% 0
Volume 854 290 -564 -66.0% 2,970
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,564 9,522 9,328
R3 9,459 9,417 9,299
R2 9,354 9,354 9,289
R1 9,312 9,312 9,280 9,333
PP 9,249 9,249 9,249 9,260
S1 9,207 9,207 9,261 9,228
S2 9,144 9,144 9,251
S3 9,039 9,102 9,241
S4 8,934 8,997 9,212
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 9,186 390 4.2% 145 1.6% 22% False True 501
10 9,576 9,186 390 4.2% 149 1.6% 22% False True 531
20 9,576 9,033 543 5.9% 156 1.7% 44% False False 329
40 9,576 7,961 1,615 17.4% 147 1.6% 81% False False 213
60 9,576 7,961 1,615 17.4% 141 1.5% 81% False False 153
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,737
2.618 9,566
1.618 9,461
1.000 9,396
0.618 9,356
HIGH 9,291
0.618 9,251
0.500 9,239
0.382 9,226
LOW 9,186
0.618 9,121
1.000 9,081
1.618 9,016
2.618 8,911
4.250 8,740
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 9,260 9,339
PP 9,249 9,316
S1 9,239 9,293

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

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