mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 8,917 8,990 73 0.8% 8,671
High 8,996 9,051 55 0.6% 8,996
Low 8,893 8,936 43 0.5% 8,610
Close 8,999 9,012 13 0.1% 8,999
Range 103 115 12 11.7% 386
ATR 140 138 -2 -1.3% 0
Volume 123 100 -23 -18.7% 630
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,345 9,293 9,075
R3 9,230 9,178 9,044
R2 9,115 9,115 9,033
R1 9,063 9,063 9,023 9,089
PP 9,000 9,000 9,000 9,013
S1 8,948 8,948 9,002 8,974
S2 8,885 8,885 8,991
S3 8,770 8,833 8,981
S4 8,655 8,718 8,949
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 10,026 9,899 9,211
R3 9,640 9,513 9,105
R2 9,254 9,254 9,070
R1 9,127 9,127 9,035 9,191
PP 8,868 8,868 8,868 8,900
S1 8,741 8,741 8,964 8,805
S2 8,482 8,482 8,928
S3 8,096 8,355 8,893
S4 7,710 7,969 8,787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,051 8,702 349 3.9% 129 1.4% 89% True False 140
10 9,051 8,174 877 9.7% 137 1.5% 96% True False 101
20 9,051 7,961 1,090 12.1% 140 1.6% 96% True False 74
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 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,540
2.618 9,352
1.618 9,237
1.000 9,166
0.618 9,122
HIGH 9,051
0.618 9,007
0.500 8,994
0.382 8,980
LOW 8,936
0.618 8,865
1.000 8,821
1.618 8,750
2.618 8,635
4.250 8,447
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 9,006 8,978
PP 9,000 8,944
S1 8,994 8,910

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

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