mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 10,322 10,404 82 0.8% 10,398
High 10,444 10,488 44 0.4% 10,488
Low 10,303 10,400 97 0.9% 10,228
Close 10,402 10,484 82 0.8% 10,484
Range 141 88 -53 -37.6% 260
ATR 150 145 -4 -2.9% 0
Volume 137,677 84,874 -52,803 -38.4% 688,176
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,721 10,691 10,533
R3 10,633 10,603 10,508
R2 10,545 10,545 10,500
R1 10,515 10,515 10,492 10,530
PP 10,457 10,457 10,457 10,465
S1 10,427 10,427 10,476 10,442
S2 10,369 10,369 10,468
S3 10,281 10,339 10,460
S4 10,193 10,251 10,436
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,180 11,092 10,627
R3 10,920 10,832 10,556
R2 10,660 10,660 10,532
R1 10,572 10,572 10,508 10,616
PP 10,400 10,400 10,400 10,422
S1 10,312 10,312 10,460 10,356
S2 10,140 10,140 10,436
S3 9,880 10,052 10,413
S4 9,620 9,792 10,341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,488 10,228 260 2.5% 126 1.2% 98% True False 137,635
10 10,509 10,228 281 2.7% 139 1.3% 91% False False 133,517
20 10,509 10,116 393 3.7% 139 1.3% 94% False False 124,749
40 10,509 9,596 913 8.7% 158 1.5% 97% False False 147,357
60 10,509 9,336 1,173 11.2% 149 1.4% 98% False False 144,155
80 10,509 9,186 1,323 12.6% 145 1.4% 98% False False 116,335
100 10,509 8,769 1,740 16.6% 146 1.4% 99% False False 93,094
120 10,509 7,961 2,548 24.3% 146 1.4% 99% False False 77,586
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 35
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 10,862
2.618 10,719
1.618 10,631
1.000 10,576
0.618 10,543
HIGH 10,488
0.618 10,455
0.500 10,444
0.382 10,434
LOW 10,400
0.618 10,346
1.000 10,312
1.618 10,258
2.618 10,170
4.250 10,026
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 10,471 10,442
PP 10,457 10,400
S1 10,444 10,358

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

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