mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 9,713 9,635 -78 -0.8% 9,716
High 9,757 9,677 -80 -0.8% 9,857
Low 9,600 9,576 -24 -0.3% 9,576
Close 9,635 9,619 -16 -0.2% 9,619
Range 157 101 -56 -35.7% 281
ATR 131 129 -2 -1.7% 0
Volume 151,358 172,622 21,264 14.0% 677,380
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 9,927 9,874 9,675
R3 9,826 9,773 9,647
R2 9,725 9,725 9,638
R1 9,672 9,672 9,628 9,648
PP 9,624 9,624 9,624 9,612
S1 9,571 9,571 9,610 9,547
S2 9,523 9,523 9,601
S3 9,422 9,470 9,591
S4 9,321 9,369 9,564
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,527 10,354 9,774
R3 10,246 10,073 9,696
R2 9,965 9,965 9,671
R1 9,792 9,792 9,645 9,738
PP 9,684 9,684 9,684 9,657
S1 9,511 9,511 9,593 9,457
S2 9,403 9,403 9,568
S3 9,122 9,230 9,542
S4 8,841 8,949 9,465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,857 9,576 281 2.9% 120 1.2% 15% False True 135,476
10 9,857 9,433 424 4.4% 123 1.3% 44% False False 139,907
20 9,857 9,186 671 7.0% 126 1.3% 65% False False 74,451
40 9,857 9,014 843 8.8% 139 1.4% 72% False False 37,345
60 9,857 7,961 1,896 19.7% 138 1.4% 87% False False 24,922
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 3 trading days
Fibonacci Retracements and Extensions
4.250 10,106
2.618 9,942
1.618 9,841
1.000 9,778
0.618 9,740
HIGH 9,677
0.618 9,639
0.500 9,627
0.382 9,615
LOW 9,576
0.618 9,514
1.000 9,475
1.618 9,413
2.618 9,312
4.250 9,147
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 9,627 9,717
PP 9,624 9,684
S1 9,622 9,652

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

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