mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 9,768 9,713 -55 -0.6% 9,522
High 9,857 9,757 -100 -1.0% 9,796
Low 9,679 9,600 -79 -0.8% 9,433
Close 9,717 9,635 -82 -0.8% 9,733
Range 178 157 -21 -11.8% 363
ATR 129 131 2 1.5% 0
Volume 106,605 151,358 44,753 42.0% 721,691
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,135 10,042 9,721
R3 9,978 9,885 9,678
R2 9,821 9,821 9,664
R1 9,728 9,728 9,650 9,696
PP 9,664 9,664 9,664 9,648
S1 9,571 9,571 9,621 9,539
S2 9,507 9,507 9,606
S3 9,350 9,414 9,592
S4 9,193 9,257 9,549
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 9,600 257 2.7% 121 1.2% 14% False True 132,373
10 9,857 9,433 424 4.4% 121 1.3% 48% False False 130,129
20 9,857 9,186 671 7.0% 129 1.3% 67% False False 65,868
40 9,857 8,982 875 9.1% 140 1.5% 75% False False 33,031
60 9,857 7,961 1,896 19.7% 139 1.4% 88% False False 22,046
Crabel Price Patterns
NR True
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 38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,424
2.618 10,168
1.618 10,011
1.000 9,914
0.618 9,854
HIGH 9,757
0.618 9,697
0.500 9,679
0.382 9,660
LOW 9,600
0.618 9,503
1.000 9,443
1.618 9,346
2.618 9,189
4.250 8,933
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 9,679 9,729
PP 9,664 9,697
S1 9,650 9,666

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

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