mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 9,635 9,622 -13 -0.1% 9,716
High 9,677 9,764 87 0.9% 9,857
Low 9,576 9,571 -5 -0.1% 9,576
Close 9,619 9,728 109 1.1% 9,619
Range 101 193 92 91.1% 281
ATR 129 134 5 3.5% 0
Volume 172,622 145,125 -27,497 -15.9% 677,380
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,267 10,190 9,834
R3 10,074 9,997 9,781
R2 9,881 9,881 9,764
R1 9,804 9,804 9,746 9,843
PP 9,688 9,688 9,688 9,707
S1 9,611 9,611 9,710 9,650
S2 9,495 9,495 9,693
S3 9,302 9,418 9,675
S4 9,109 9,225 9,622
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,527 10,354 9,774
R3 10,246 10,073 9,696
R2 9,965 9,965 9,671
R1 9,792 9,792 9,645 9,738
PP 9,684 9,684 9,684 9,657
S1 9,511 9,511 9,593 9,457
S2 9,403 9,403 9,568
S3 9,122 9,230 9,542
S4 8,841 8,949 9,465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,857 9,571 286 2.9% 142 1.5% 55% False True 138,990
10 9,857 9,518 339 3.5% 129 1.3% 62% False False 143,150
20 9,857 9,186 671 6.9% 128 1.3% 81% False False 81,689
40 9,857 9,033 824 8.5% 141 1.4% 84% False False 40,966
60 9,857 7,961 1,896 19.5% 140 1.4% 93% False False 27,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 10,584
2.618 10,269
1.618 10,076
1.000 9,957
0.618 9,883
HIGH 9,764
0.618 9,690
0.500 9,668
0.382 9,645
LOW 9,571
0.618 9,452
1.000 9,378
1.618 9,259
2.618 9,066
4.250 8,751
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 9,708 9,708
PP 9,688 9,688
S1 9,668 9,668

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

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