mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 9,266 9,238 -28 -0.3% 9,061
High 9,276 9,286 10 0.1% 9,344
Low 9,199 9,125 -74 -0.8% 9,052
Close 9,261 9,156 -105 -1.1% 9,268
Range 77 161 84 109.1% 292
ATR 135 137 2 1.4% 0
Volume 235 122 -113 -48.1% 543
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,672 9,575 9,245
R3 9,511 9,414 9,200
R2 9,350 9,350 9,186
R1 9,253 9,253 9,171 9,221
PP 9,189 9,189 9,189 9,173
S1 9,092 9,092 9,141 9,060
S2 9,028 9,028 9,127
S3 8,867 8,931 9,112
S4 8,706 8,770 9,068
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,097 9,975 9,429
R3 9,805 9,683 9,348
R2 9,513 9,513 9,322
R1 9,391 9,391 9,295 9,452
PP 9,221 9,221 9,221 9,252
S1 9,099 9,099 9,241 9,160
S2 8,929 8,929 9,215
S3 8,637 8,807 9,188
S4 8,345 8,515 9,108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,344 9,108 236 2.6% 142 1.6% 20% False False 115
10 9,344 8,901 443 4.8% 136 1.5% 58% False False 128
20 9,344 8,292 1,052 11.5% 138 1.5% 82% False False 112
40 9,344 7,961 1,383 15.1% 137 1.5% 86% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 9,970
2.618 9,708
1.618 9,547
1.000 9,447
0.618 9,386
HIGH 9,286
0.618 9,225
0.500 9,206
0.382 9,187
LOW 9,125
0.618 9,026
1.000 8,964
1.618 8,865
2.618 8,704
4.250 8,441
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 9,206 9,235
PP 9,189 9,208
S1 9,173 9,182

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

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