mini-sized Dow ($5) Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 9,330 9,410 80 0.9% 9,523
High 9,442 9,528 86 0.9% 9,558
Low 9,315 9,401 86 0.9% 9,247
Close 9,417 9,496 79 0.8% 9,417
Range 127 127 0 0.0% 311
ATR 152 150 -2 -1.2% 0
Volume 113,513 129,722 16,209 14.3% 772,679
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,856 9,803 9,566
R3 9,729 9,676 9,531
R2 9,602 9,602 9,519
R1 9,549 9,549 9,508 9,576
PP 9,475 9,475 9,475 9,488
S1 9,422 9,422 9,484 9,449
S2 9,348 9,348 9,473
S3 9,221 9,295 9,461
S4 9,094 9,168 9,426
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,340 10,190 9,588
R3 10,029 9,879 9,503
R2 9,718 9,718 9,474
R1 9,568 9,568 9,446 9,488
PP 9,407 9,407 9,407 9,367
S1 9,257 9,257 9,389 9,177
S2 9,096 9,096 9,360
S3 8,785 8,946 9,332
S4 8,474 8,635 9,246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,554 9,247 307 3.2% 143 1.5% 81% False False 153,101
10 9,638 9,247 391 4.1% 143 1.5% 64% False False 149,806
20 9,638 9,091 547 5.8% 159 1.7% 74% False False 138,835
40 9,638 8,231 1,407 14.8% 151 1.6% 90% False False 133,484
60 9,638 8,018 1,620 17.1% 154 1.6% 91% False False 132,055
80 9,638 8,018 1,620 17.1% 159 1.7% 91% False False 100,329
100 9,638 7,677 1,961 20.7% 164 1.7% 93% False False 80,279
120 9,638 7,180 2,458 25.9% 173 1.8% 94% False False 66,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 43
Fibonacci Retracements and Extensions
4.250 10,068
2.618 9,861
1.618 9,734
1.000 9,655
0.618 9,607
HIGH 9,528
0.618 9,480
0.500 9,465
0.382 9,450
LOW 9,401
0.618 9,323
1.000 9,274
1.618 9,196
2.618 9,069
4.250 8,861
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 9,486 9,460
PP 9,475 9,424
S1 9,465 9,388

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

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