mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 9,547 9,522 -25 -0.3% 9,350
High 9,588 9,569 -19 -0.2% 9,588
Low 9,509 9,433 -76 -0.8% 9,347
Close 9,531 9,550 19 0.2% 9,531
Range 79 136 57 72.2% 241
ATR 136 136 0 0.0% 0
Volume 74,846 112,693 37,847 50.6% 87,002
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,925 9,874 9,625
R3 9,789 9,738 9,588
R2 9,653 9,653 9,575
R1 9,602 9,602 9,563 9,628
PP 9,517 9,517 9,517 9,530
S1 9,466 9,466 9,538 9,492
S2 9,381 9,381 9,525
S3 9,245 9,330 9,513
S4 9,109 9,194 9,475
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 9,347 241 2.5% 116 1.2% 84% False False 39,939
10 9,588 9,186 402 4.2% 128 1.3% 91% False False 20,229
20 9,588 9,033 555 5.8% 139 1.5% 93% False False 10,299
40 9,588 8,610 978 10.2% 141 1.5% 96% False False 5,207
60 9,588 7,961 1,627 17.0% 144 1.5% 98% False False 3,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,147
2.618 9,925
1.618 9,789
1.000 9,705
0.618 9,653
HIGH 9,569
0.618 9,517
0.500 9,501
0.382 9,485
LOW 9,433
0.618 9,349
1.000 9,297
1.618 9,213
2.618 9,077
4.250 8,855
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 9,534 9,537
PP 9,517 9,524
S1 9,501 9,511

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

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