mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 9,350 9,428 78 0.8% 9,447
High 9,458 9,513 55 0.6% 9,492
Low 9,347 9,391 44 0.5% 9,186
Close 9,437 9,479 42 0.4% 9,356
Range 111 122 11 9.9% 306
ATR 143 142 -2 -1.1% 0
Volume 707 2,078 1,371 193.9% 2,600
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,827 9,775 9,546
R3 9,705 9,653 9,513
R2 9,583 9,583 9,501
R1 9,531 9,531 9,490 9,557
PP 9,461 9,461 9,461 9,474
S1 9,409 9,409 9,468 9,435
S2 9,339 9,339 9,457
S3 9,217 9,287 9,446
S4 9,095 9,165 9,412
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 9,513 9,186 327 3.4% 108 1.1% 90% True False 874
10 9,576 9,186 390 4.1% 133 1.4% 75% False False 753
20 9,576 9,033 543 5.7% 152 1.6% 82% False False 468
40 9,576 8,292 1,284 13.5% 145 1.5% 92% False False 290
60 9,576 7,961 1,615 17.0% 142 1.5% 94% False False 206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,032
2.618 9,833
1.618 9,711
1.000 9,635
0.618 9,589
HIGH 9,513
0.618 9,467
0.500 9,452
0.382 9,438
LOW 9,391
0.618 9,316
1.000 9,269
1.618 9,194
2.618 9,072
4.250 8,873
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 9,470 9,448
PP 9,461 9,416
S1 9,452 9,385

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

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