mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 10,304 10,422 118 1.1% 10,243
High 10,486 10,441 -45 -0.4% 10,427
Low 10,294 10,330 36 0.3% 10,233
Close 10,422 10,405 -17 -0.2% 10,303
Range 192 111 -81 -42.2% 194
ATR 150 147 -3 -1.9% 0
Volume 102,314 113,135 10,821 10.6% 584,735
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,725 10,676 10,466
R3 10,614 10,565 10,436
R2 10,503 10,503 10,425
R1 10,454 10,454 10,415 10,423
PP 10,392 10,392 10,392 10,377
S1 10,343 10,343 10,395 10,312
S2 10,281 10,281 10,385
S3 10,170 10,232 10,375
S4 10,059 10,121 10,344
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,903 10,797 10,410
R3 10,709 10,603 10,356
R2 10,515 10,515 10,339
R1 10,409 10,409 10,321 10,462
PP 10,321 10,321 10,321 10,348
S1 10,215 10,215 10,285 10,268
S2 10,127 10,127 10,268
S3 9,933 10,021 10,250
S4 9,739 9,827 10,196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,486 10,233 253 2.4% 134 1.3% 68% False False 110,540
10 10,486 10,137 349 3.4% 128 1.2% 77% False False 119,934
20 10,486 9,596 890 8.6% 158 1.5% 91% False False 152,536
40 10,486 9,336 1,150 11.1% 155 1.5% 93% False False 150,023
60 10,486 9,186 1,300 12.5% 146 1.4% 94% False False 129,209
80 10,486 9,033 1,453 14.0% 147 1.4% 94% False False 96,972
100 10,486 7,961 2,525 24.3% 146 1.4% 97% False False 77,596
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,913
2.618 10,732
1.618 10,621
1.000 10,552
0.618 10,510
HIGH 10,441
0.618 10,399
0.500 10,386
0.382 10,373
LOW 10,330
0.618 10,262
1.000 10,219
1.618 10,151
2.618 10,040
4.250 9,858
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 10,399 10,390
PP 10,392 10,376
S1 10,386 10,361

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

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