mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 9,736 9,716 -20 -0.2% 9,522
High 9,786 9,744 -42 -0.4% 9,796
Low 9,683 9,662 -21 -0.2% 9,433
Close 9,733 9,718 -15 -0.2% 9,733
Range 103 82 -21 -20.4% 363
ATR 133 129 -4 -2.7% 0
Volume 157,110 127,555 -29,555 -18.8% 721,691
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,954 9,918 9,763
R3 9,872 9,836 9,741
R2 9,790 9,790 9,733
R1 9,754 9,754 9,726 9,772
PP 9,708 9,708 9,708 9,717
S1 9,672 9,672 9,711 9,690
S2 9,626 9,626 9,703
S3 9,544 9,590 9,696
S4 9,462 9,508 9,673
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,743 10,601 9,933
R3 10,380 10,238 9,833
R2 10,017 10,017 9,800
R1 9,875 9,875 9,766 9,946
PP 9,654 9,654 9,654 9,690
S1 9,512 9,512 9,700 9,583
S2 9,291 9,291 9,667
S3 8,928 9,149 9,633
S4 8,565 8,786 9,533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,796 9,518 278 2.9% 115 1.2% 72% False False 147,310
10 9,796 9,347 449 4.6% 115 1.2% 83% False False 93,624
20 9,796 9,186 610 6.3% 126 1.3% 87% False False 47,090
40 9,796 8,901 895 9.2% 139 1.4% 91% False False 23,605
60 9,796 7,961 1,835 18.9% 140 1.4% 96% False False 15,761
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,093
2.618 9,959
1.618 9,877
1.000 9,826
0.618 9,795
HIGH 9,744
0.618 9,713
0.500 9,703
0.382 9,693
LOW 9,662
0.618 9,611
1.000 9,580
1.618 9,529
2.618 9,447
4.250 9,314
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 9,713 9,729
PP 9,708 9,725
S1 9,703 9,722

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

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