mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 9,716 9,718 2 0.0% 9,522
High 9,744 9,792 48 0.5% 9,796
Low 9,662 9,710 48 0.5% 9,433
Close 9,718 9,771 53 0.5% 9,733
Range 82 82 0 0.0% 363
ATR 129 126 -3 -2.6% 0
Volume 127,555 119,240 -8,315 -6.5% 721,691
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,004 9,969 9,816
R3 9,922 9,887 9,794
R2 9,840 9,840 9,786
R1 9,805 9,805 9,779 9,823
PP 9,758 9,758 9,758 9,766
S1 9,723 9,723 9,764 9,741
S2 9,676 9,676 9,756
S3 9,594 9,641 9,749
S4 9,512 9,559 9,726
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 9,594 202 2.1% 104 1.1% 88% False False 144,566
10 9,796 9,391 405 4.1% 112 1.1% 94% False False 105,478
20 9,796 9,186 610 6.2% 125 1.3% 96% False False 53,043
40 9,796 8,901 895 9.2% 138 1.4% 97% False False 26,584
60 9,796 7,961 1,835 18.8% 139 1.4% 99% False False 17,747
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Fibonacci Retracements and Extensions
4.250 10,141
2.618 10,007
1.618 9,925
1.000 9,874
0.618 9,843
HIGH 9,792
0.618 9,761
0.500 9,751
0.382 9,741
LOW 9,710
0.618 9,659
1.000 9,628
1.618 9,577
2.618 9,495
4.250 9,362
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 9,764 9,756
PP 9,758 9,742
S1 9,751 9,727

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

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