mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 9,479 9,547 68 0.7% 9,350
High 9,572 9,588 16 0.2% 9,588
Low 9,443 9,509 66 0.7% 9,347
Close 9,544 9,531 -13 -0.1% 9,531
Range 129 79 -50 -38.8% 241
ATR 141 136 -4 -3.1% 0
Volume 9,371 74,846 65,475 698.7% 87,002
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,780 9,734 9,575
R3 9,701 9,655 9,553
R2 9,622 9,622 9,546
R1 9,576 9,576 9,538 9,560
PP 9,543 9,543 9,543 9,534
S1 9,497 9,497 9,524 9,481
S2 9,464 9,464 9,517
S3 9,385 9,418 9,509
S4 9,306 9,339 9,488
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,212 10,112 9,664
R3 9,971 9,871 9,597
R2 9,730 9,730 9,575
R1 9,630 9,630 9,553 9,680
PP 9,489 9,489 9,489 9,514
S1 9,389 9,389 9,509 9,439
S2 9,248 9,248 9,487
S3 9,007 9,148 9,465
S4 8,766 8,907 9,399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,588 9,257 331 3.5% 113 1.2% 83% True False 17,489
10 9,588 9,186 402 4.2% 129 1.4% 86% True False 8,995
20 9,588 9,033 555 5.8% 143 1.5% 90% True False 4,670
40 9,588 8,553 1,035 10.9% 140 1.5% 94% True False 2,392
60 9,588 7,961 1,627 17.1% 144 1.5% 96% True False 1,609
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 39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,924
2.618 9,795
1.618 9,716
1.000 9,667
0.618 9,637
HIGH 9,588
0.618 9,558
0.500 9,549
0.382 9,539
LOW 9,509
0.618 9,460
1.000 9,430
1.618 9,381
2.618 9,302
4.250 9,173
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 9,549 9,517
PP 9,543 9,503
S1 9,537 9,490

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

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