mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 8,666 8,694 28 0.3% 8,086
High 8,708 8,810 102 1.2% 8,708
Low 8,611 8,667 56 0.7% 8,018
Close 8,697 8,805 108 1.2% 8,697
Range 97 143 46 47.4% 690
ATR 163 162 -1 -0.9% 0
Volume 123,736 102,843 -20,893 -16.9% 615,241
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,190 9,140 8,884
R3 9,047 8,997 8,844
R2 8,904 8,904 8,831
R1 8,854 8,854 8,818 8,879
PP 8,761 8,761 8,761 8,773
S1 8,711 8,711 8,792 8,736
S2 8,618 8,618 8,779
S3 8,475 8,568 8,766
S4 8,332 8,425 8,726
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 10,544 10,311 9,077
R3 9,854 9,621 8,887
R2 9,164 9,164 8,824
R1 8,931 8,931 8,760 9,048
PP 8,474 8,474 8,474 8,533
S1 8,241 8,241 8,634 8,358
S2 7,784 7,784 8,571
S3 7,094 7,551 8,507
S4 6,404 6,861 8,318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,810 8,231 579 6.6% 156 1.8% 99% True False 121,158
10 8,810 8,018 792 9.0% 158 1.8% 99% True False 127,502
20 8,810 8,018 792 9.0% 162 1.8% 99% True False 127,839
40 8,828 8,018 810 9.2% 164 1.9% 97% False False 82,300
60 8,828 7,805 1,023 11.6% 169 1.9% 98% False False 54,900
80 8,828 7,338 1,490 16.9% 180 2.0% 98% False False 41,190
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 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,418
2.618 9,184
1.618 9,041
1.000 8,953
0.618 8,898
HIGH 8,810
0.618 8,755
0.500 8,739
0.382 8,722
LOW 8,667
0.618 8,579
1.000 8,524
1.618 8,436
2.618 8,293
4.250 8,059
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 8,783 8,756
PP 8,761 8,706
S1 8,739 8,657

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

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