mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 8,134 8,086 -48 -0.6% 8,230
High 8,134 8,280 146 1.8% 8,296
Low 8,041 8,018 -23 -0.3% 8,035
Close 8,085 8,259 174 2.2% 8,085
Range 93 262 169 181.7% 261
ATR 155 163 8 4.9% 0
Volume 116,077 112,293 -3,784 -3.3% 691,466
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,972 8,877 8,403
R3 8,710 8,615 8,331
R2 8,448 8,448 8,307
R1 8,353 8,353 8,283 8,401
PP 8,186 8,186 8,186 8,209
S1 8,091 8,091 8,235 8,139
S2 7,924 7,924 8,211
S3 7,662 7,829 8,187
S4 7,400 7,567 8,115
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 8,018 278 3.4% 159 1.9% 87% False True 133,847
10 8,527 8,018 509 6.2% 163 2.0% 47% False True 126,154
20 8,720 8,018 702 8.5% 159 1.9% 34% False True 129,196
40 8,828 8,018 810 9.8% 168 2.0% 30% False True 67,173
60 8,828 7,677 1,151 13.9% 172 2.1% 51% False False 44,809
80 8,828 7,180 1,648 20.0% 183 2.2% 65% False False 33,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 9,394
2.618 8,966
1.618 8,704
1.000 8,542
0.618 8,442
HIGH 8,280
0.618 8,180
0.500 8,149
0.382 8,118
LOW 8,018
0.618 7,856
1.000 7,756
1.618 7,594
2.618 7,332
4.250 6,905
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 8,222 8,222
PP 8,186 8,186
S1 8,149 8,149

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

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