mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 8,119 8,134 15 0.2% 8,230
High 8,190 8,134 -56 -0.7% 8,296
Low 8,092 8,041 -51 -0.6% 8,035
Close 8,134 8,085 -49 -0.6% 8,085
Range 98 93 -5 -5.1% 261
ATR 160 155 -5 -3.0% 0
Volume 164,710 116,077 -48,633 -29.5% 691,466
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,366 8,318 8,136
R3 8,273 8,225 8,111
R2 8,180 8,180 8,102
R1 8,132 8,132 8,094 8,110
PP 8,087 8,087 8,087 8,075
S1 8,039 8,039 8,077 8,017
S2 7,994 7,994 8,068
S3 7,901 7,946 8,060
S4 7,808 7,853 8,034
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,922 8,764 8,229
R3 8,661 8,503 8,157
R2 8,400 8,400 8,133
R1 8,242 8,242 8,109 8,191
PP 8,139 8,139 8,139 8,113
S1 7,981 7,981 8,061 7,930
S2 7,878 7,878 8,037
S3 7,617 7,720 8,013
S4 7,356 7,459 7,942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,296 8,035 261 3.2% 135 1.7% 19% False False 138,293
10 8,527 8,035 492 6.1% 146 1.8% 10% False False 131,910
20 8,757 8,035 722 8.9% 151 1.9% 7% False False 127,656
40 8,828 8,035 793 9.8% 164 2.0% 6% False False 64,368
60 8,828 7,677 1,151 14.2% 171 2.1% 35% False False 42,939
80 8,828 7,180 1,648 20.4% 182 2.3% 55% False False 32,217
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8,529
2.618 8,378
1.618 8,285
1.000 8,227
0.618 8,192
HIGH 8,134
0.618 8,099
0.500 8,088
0.382 8,077
LOW 8,041
0.618 7,984
1.000 7,948
1.618 7,891
2.618 7,798
4.250 7,646
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 8,088 8,113
PP 8,087 8,103
S1 8,086 8,094

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

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