mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 9,523 9,494 -29 -0.3% 9,487
High 9,558 9,554 -4 0.0% 9,638
Low 9,426 9,284 -142 -1.5% 9,441
Close 9,486 9,303 -183 -1.9% 9,536
Range 132 270 138 104.5% 197
ATR 155 163 8 5.3% 0
Volume 136,892 124,591 -12,301 -9.0% 724,464
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,190 10,017 9,452
R3 9,920 9,747 9,377
R2 9,650 9,650 9,353
R1 9,477 9,477 9,328 9,429
PP 9,380 9,380 9,380 9,356
S1 9,207 9,207 9,278 9,159
S2 9,110 9,110 9,254
S3 8,840 8,937 9,229
S4 8,570 8,667 9,155
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,129 10,030 9,644
R3 9,932 9,833 9,590
R2 9,735 9,735 9,572
R1 9,636 9,636 9,554 9,686
PP 9,538 9,538 9,538 9,563
S1 9,439 9,439 9,518 9,489
S2 9,341 9,341 9,500
S3 9,144 9,242 9,482
S4 8,947 9,045 9,428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,638 9,284 354 3.8% 162 1.7% 5% False True 144,893
10 9,638 9,107 531 5.7% 164 1.8% 37% False False 137,066
20 9,638 9,091 547 5.9% 167 1.8% 39% False False 132,950
40 9,638 8,018 1,620 17.4% 155 1.7% 79% False False 130,898
60 9,638 8,018 1,620 17.4% 155 1.7% 79% False False 122,942
80 9,638 8,018 1,620 17.4% 162 1.7% 79% False False 92,323
100 9,638 7,677 1,961 21.1% 166 1.8% 83% False False 73,873
120 9,638 7,039 2,599 27.9% 174 1.9% 87% False False 61,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 10,702
2.618 10,261
1.618 9,991
1.000 9,824
0.618 9,721
HIGH 9,554
0.618 9,451
0.500 9,419
0.382 9,387
LOW 9,284
0.618 9,117
1.000 9,014
1.618 8,847
2.618 8,577
4.250 8,137
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 9,419 9,461
PP 9,380 9,408
S1 9,342 9,356

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

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