mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 9,723 9,736 13 0.1% 9,522
High 9,796 9,786 -10 -0.1% 9,796
Low 9,689 9,683 -6 -0.1% 9,433
Close 9,737 9,733 -4 0.0% 9,733
Range 107 103 -4 -3.7% 363
ATR 135 133 -2 -1.7% 0
Volume 146,781 157,110 10,329 7.0% 721,691
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,043 9,991 9,790
R3 9,940 9,888 9,761
R2 9,837 9,837 9,752
R1 9,785 9,785 9,743 9,760
PP 9,734 9,734 9,734 9,721
S1 9,682 9,682 9,724 9,657
S2 9,631 9,631 9,714
S3 9,528 9,579 9,705
S4 9,425 9,476 9,676
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,743 10,601 9,933
R3 10,380 10,238 9,833
R2 10,017 10,017 9,800
R1 9,875 9,875 9,766 9,946
PP 9,654 9,654 9,654 9,690
S1 9,512 9,512 9,700 9,583
S2 9,291 9,291 9,667
S3 8,928 9,149 9,633
S4 8,565 8,786 9,533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,796 9,433 363 3.7% 126 1.3% 83% False False 144,338
10 9,796 9,257 539 5.5% 120 1.2% 88% False False 80,913
20 9,796 9,186 610 6.3% 134 1.4% 90% False False 40,722
40 9,796 8,893 903 9.3% 139 1.4% 93% False False 20,420
60 9,796 7,961 1,835 18.9% 140 1.4% 97% False False 13,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,224
2.618 10,056
1.618 9,953
1.000 9,889
0.618 9,850
HIGH 9,786
0.618 9,747
0.500 9,735
0.382 9,722
LOW 9,683
0.618 9,619
1.000 9,580
1.618 9,516
2.618 9,413
4.250 9,245
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 9,735 9,720
PP 9,734 9,708
S1 9,734 9,695

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

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