mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 8,000 8,201 201 2.5% 8,105
High 8,219 8,270 51 0.6% 8,235
Low 7,961 8,174 213 2.7% 7,978
Close 8,200 8,245 45 0.5% 8,026
Range 258 96 -162 -62.8% 257
ATR 137 134 -3 -2.1% 0
Volume 33 78 45 136.4% 277
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,518 8,477 8,298
R3 8,422 8,381 8,272
R2 8,326 8,326 8,263
R1 8,285 8,285 8,254 8,306
PP 8,230 8,230 8,230 8,240
S1 8,189 8,189 8,236 8,210
S2 8,134 8,134 8,228
S3 8,038 8,093 8,219
S4 7,942 7,997 8,192
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 8,851 8,695 8,167
R3 8,594 8,438 8,097
R2 8,337 8,337 8,073
R1 8,181 8,181 8,050 8,131
PP 8,080 8,080 8,080 8,054
S1 7,924 7,924 8,003 7,874
S2 7,823 7,823 7,979
S3 7,566 7,667 7,955
S4 7,309 7,410 7,885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,270 7,961 309 3.7% 130 1.6% 92% True False 55
10 8,466 7,961 505 6.1% 137 1.7% 56% False False 55
20 8,484 7,961 523 6.3% 136 1.6% 54% False False 40
Crabel Price Patterns
NR True
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,678
2.618 8,521
1.618 8,425
1.000 8,366
0.618 8,329
HIGH 8,270
0.618 8,233
0.500 8,222
0.382 8,211
LOW 8,174
0.618 8,115
1.000 8,078
1.618 8,019
2.618 7,923
4.250 7,766
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 8,237 8,202
PP 8,230 8,159
S1 8,222 8,116

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

View Archives - Comment on this page... - Back to Index of Symbols