mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 9,277 9,350 73 0.8% 9,447
High 9,381 9,458 77 0.8% 9,492
Low 9,257 9,347 90 1.0% 9,186
Close 9,356 9,437 81 0.9% 9,356
Range 124 111 -13 -10.5% 306
ATR 146 143 -2 -1.7% 0
Volume 444 707 263 59.2% 2,600
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,747 9,703 9,498
R3 9,636 9,592 9,468
R2 9,525 9,525 9,457
R1 9,481 9,481 9,447 9,503
PP 9,414 9,414 9,414 9,425
S1 9,370 9,370 9,427 9,392
S2 9,303 9,303 9,417
S3 9,192 9,259 9,407
S4 9,081 9,148 9,376
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,263 10,115 9,524
R3 9,957 9,809 9,440
R2 9,651 9,651 9,412
R1 9,503 9,503 9,384 9,424
PP 9,345 9,345 9,345 9,305
S1 9,197 9,197 9,328 9,118
S2 9,039 9,039 9,300
S3 8,733 8,891 9,272
S4 8,427 8,585 9,188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,492 9,186 306 3.2% 137 1.4% 82% False False 546
10 9,576 9,186 390 4.1% 137 1.5% 64% False False 609
20 9,576 9,033 543 5.8% 154 1.6% 74% False False 370
40 9,576 8,174 1,402 14.9% 144 1.5% 90% False False 240
60 9,576 7,961 1,615 17.1% 142 1.5% 91% False False 172
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 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,930
2.618 9,749
1.618 9,638
1.000 9,569
0.618 9,527
HIGH 9,458
0.618 9,416
0.500 9,403
0.382 9,390
LOW 9,347
0.618 9,279
1.000 9,236
1.618 9,168
2.618 9,057
4.250 8,875
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 9,426 9,399
PP 9,414 9,360
S1 9,403 9,322

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

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