mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 9,522 9,549 27 0.3% 9,350
High 9,569 9,654 85 0.9% 9,588
Low 9,433 9,518 85 0.9% 9,347
Close 9,550 9,603 53 0.6% 9,531
Range 136 136 0 0.0% 241
ATR 136 136 0 0.0% 0
Volume 112,693 132,960 20,267 18.0% 87,002
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,000 9,937 9,678
R3 9,864 9,801 9,641
R2 9,728 9,728 9,628
R1 9,665 9,665 9,616 9,697
PP 9,592 9,592 9,592 9,607
S1 9,529 9,529 9,591 9,561
S2 9,456 9,456 9,578
S3 9,320 9,393 9,566
S4 9,184 9,257 9,528
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 9,654 9,391 263 2.7% 121 1.3% 81% True False 66,389
10 9,654 9,186 468 4.9% 129 1.3% 89% True False 33,467
20 9,654 9,047 607 6.3% 136 1.4% 92% True False 16,943
40 9,654 8,702 952 9.9% 141 1.5% 95% True False 8,531
60 9,654 7,961 1,693 17.6% 143 1.5% 97% True False 5,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 35
Fibonacci Retracements and Extensions
4.250 10,232
2.618 10,010
1.618 9,874
1.000 9,790
0.618 9,738
HIGH 9,654
0.618 9,602
0.500 9,586
0.382 9,570
LOW 9,518
0.618 9,434
1.000 9,382
1.618 9,298
2.618 9,162
4.250 8,940
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 9,597 9,583
PP 9,592 9,563
S1 9,586 9,544

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

View Archives - Comment on this page... - Back to Index of Symbols