mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 9,499 9,496 -3 0.0% 9,432
High 9,536 9,576 40 0.4% 9,576
Low 9,386 9,427 41 0.4% 9,385
Close 9,508 9,476 -32 -0.3% 9,476
Range 150 149 -1 -0.7% 191
ATR 150 150 0 0.0% 0
Volume 968 352 -616 -63.6% 2,970
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 9,940 9,857 9,558
R3 9,791 9,708 9,517
R2 9,642 9,642 9,503
R1 9,559 9,559 9,490 9,526
PP 9,493 9,493 9,493 9,477
S1 9,410 9,410 9,462 9,377
S2 9,344 9,344 9,449
S3 9,195 9,261 9,435
S4 9,046 9,112 9,394
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 10,052 9,955 9,581
R3 9,861 9,764 9,529
R2 9,670 9,670 9,511
R1 9,573 9,573 9,494 9,622
PP 9,479 9,479 9,479 9,503
S1 9,382 9,382 9,459 9,431
S2 9,288 9,288 9,441
S3 9,097 9,191 9,424
S4 8,906 9,000 9,371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,576 9,385 191 2.0% 132 1.4% 48% True False 594
10 9,576 9,033 543 5.7% 150 1.6% 82% True False 370
20 9,576 9,033 543 5.7% 153 1.6% 82% True False 243
40 9,576 7,961 1,615 17.0% 146 1.5% 94% True False 165
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 38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,209
2.618 9,966
1.618 9,817
1.000 9,725
0.618 9,668
HIGH 9,576
0.618 9,519
0.500 9,502
0.382 9,484
LOW 9,427
0.618 9,335
1.000 9,278
1.618 9,186
2.618 9,037
4.250 8,794
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 9,502 9,481
PP 9,493 9,479
S1 9,485 9,478

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

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