mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 9,604 9,723 119 1.2% 9,350
High 9,741 9,796 55 0.6% 9,588
Low 9,594 9,689 95 1.0% 9,347
Close 9,725 9,737 12 0.1% 9,531
Range 147 107 -40 -27.2% 241
ATR 137 135 -2 -1.6% 0
Volume 172,147 146,781 -25,366 -14.7% 87,002
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,062 10,006 9,796
R3 9,955 9,899 9,767
R2 9,848 9,848 9,757
R1 9,792 9,792 9,747 9,820
PP 9,741 9,741 9,741 9,755
S1 9,685 9,685 9,727 9,713
S2 9,634 9,634 9,718
S3 9,527 9,578 9,708
S4 9,420 9,471 9,678
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 9,796 9,433 363 3.7% 121 1.2% 84% True False 127,885
10 9,796 9,186 610 6.3% 120 1.2% 90% True False 65,231
20 9,796 9,186 610 6.3% 134 1.4% 90% True False 32,875
40 9,796 8,769 1,027 10.5% 142 1.5% 94% True False 16,502
60 9,796 7,961 1,835 18.8% 142 1.5% 97% True False 11,017
Crabel Price Patterns
NR True
NR4 True
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 28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,251
2.618 10,076
1.618 9,969
1.000 9,903
0.618 9,862
HIGH 9,796
0.618 9,755
0.500 9,743
0.382 9,730
LOW 9,689
0.618 9,623
1.000 9,582
1.618 9,516
2.618 9,409
4.250 9,234
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 9,743 9,710
PP 9,741 9,684
S1 9,739 9,657

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

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