mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 9,718 9,768 50 0.5% 9,522
High 9,792 9,857 65 0.7% 9,796
Low 9,710 9,679 -31 -0.3% 9,433
Close 9,771 9,717 -54 -0.6% 9,733
Range 82 178 96 117.1% 363
ATR 126 129 4 3.0% 0
Volume 119,240 106,605 -12,635 -10.6% 721,691
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,285 10,179 9,815
R3 10,107 10,001 9,766
R2 9,929 9,929 9,750
R1 9,823 9,823 9,733 9,787
PP 9,751 9,751 9,751 9,733
S1 9,645 9,645 9,701 9,609
S2 9,573 9,573 9,684
S3 9,395 9,467 9,668
S4 9,217 9,289 9,619
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 9,857 9,662 195 2.0% 111 1.1% 28% True False 131,458
10 9,857 9,433 424 4.4% 118 1.2% 67% True False 115,930
20 9,857 9,186 671 6.9% 125 1.3% 79% True False 58,342
40 9,857 8,901 956 9.8% 139 1.4% 85% True False 29,248
60 9,857 7,961 1,896 19.5% 139 1.4% 93% True False 19,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 10,614
2.618 10,323
1.618 10,145
1.000 10,035
0.618 9,967
HIGH 9,857
0.618 9,789
0.500 9,768
0.382 9,747
LOW 9,679
0.618 9,569
1.000 9,501
1.618 9,391
2.618 9,213
4.250 8,923
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 9,768 9,760
PP 9,751 9,745
S1 9,734 9,731

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

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