mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 9,014 9,061 47 0.5% 8,990
High 9,131 9,195 64 0.7% 9,144
Low 9,014 9,052 38 0.4% 8,901
Close 9,066 9,189 123 1.4% 9,066
Range 117 143 26 22.2% 243
ATR 136 137 0 0.4% 0
Volume 277 240 -37 -13.4% 515
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,574 9,525 9,268
R3 9,431 9,382 9,228
R2 9,288 9,288 9,215
R1 9,239 9,239 9,202 9,264
PP 9,145 9,145 9,145 9,158
S1 9,096 9,096 9,176 9,121
S2 9,002 9,002 9,163
S3 8,859 8,953 9,150
S4 8,716 8,810 9,110
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 9,766 9,659 9,200
R3 9,523 9,416 9,133
R2 9,280 9,280 9,111
R1 9,173 9,173 9,088 9,227
PP 9,037 9,037 9,037 9,064
S1 8,930 8,930 9,044 8,984
S2 8,794 8,794 9,022
S3 8,551 8,687 8,999
S4 8,308 8,444 8,932
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,195 8,901 294 3.2% 133 1.4% 98% True False 131
10 9,195 8,702 493 5.4% 131 1.4% 99% True False 135
20 9,195 7,961 1,234 13.4% 140 1.5% 100% True False 95
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,803
2.618 9,569
1.618 9,426
1.000 9,338
0.618 9,283
HIGH 9,195
0.618 9,140
0.500 9,124
0.382 9,107
LOW 9,052
0.618 8,964
1.000 8,909
1.618 8,821
2.618 8,678
4.250 8,444
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 9,167 9,156
PP 9,145 9,122
S1 9,124 9,089

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

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