mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 9,622 9,731 109 1.1% 9,716
High 9,764 9,775 11 0.1% 9,857
Low 9,571 9,670 99 1.0% 9,576
Close 9,728 9,673 -55 -0.6% 9,619
Range 193 105 -88 -45.6% 281
ATR 134 132 -2 -1.5% 0
Volume 145,125 118,406 -26,719 -18.4% 677,380
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,021 9,952 9,731
R3 9,916 9,847 9,702
R2 9,811 9,811 9,692
R1 9,742 9,742 9,683 9,724
PP 9,706 9,706 9,706 9,697
S1 9,637 9,637 9,664 9,619
S2 9,601 9,601 9,654
S3 9,496 9,532 9,644
S4 9,391 9,427 9,615
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 9,571 286 3.0% 147 1.5% 36% False False 138,823
10 9,857 9,571 286 3.0% 126 1.3% 36% False False 141,694
20 9,857 9,186 671 6.9% 127 1.3% 73% False False 87,581
40 9,857 9,033 824 8.5% 140 1.4% 78% False False 43,921
60 9,857 7,961 1,896 19.6% 140 1.4% 90% False False 29,312
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 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,221
2.618 10,050
1.618 9,945
1.000 9,880
0.618 9,840
HIGH 9,775
0.618 9,735
0.500 9,723
0.382 9,710
LOW 9,670
0.618 9,605
1.000 9,565
1.618 9,500
2.618 9,395
4.250 9,224
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 9,723 9,673
PP 9,706 9,673
S1 9,690 9,673

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

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