mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 9,731 9,673 -58 -0.6% 9,716
High 9,775 9,735 -40 -0.4% 9,857
Low 9,670 9,544 -126 -1.3% 9,576
Close 9,673 9,653 -20 -0.2% 9,619
Range 105 191 86 81.9% 281
ATR 132 136 4 3.2% 0
Volume 118,406 129,532 11,126 9.4% 677,380
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,217 10,126 9,758
R3 10,026 9,935 9,706
R2 9,835 9,835 9,688
R1 9,744 9,744 9,671 9,694
PP 9,644 9,644 9,644 9,619
S1 9,553 9,553 9,636 9,503
S2 9,453 9,453 9,618
S3 9,262 9,362 9,601
S4 9,071 9,171 9,548
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 9,775 9,544 231 2.4% 150 1.5% 47% False True 143,408
10 9,857 9,544 313 3.2% 130 1.3% 35% False True 137,433
20 9,857 9,186 671 7.0% 123 1.3% 70% False False 94,036
40 9,857 9,033 824 8.5% 142 1.5% 75% False False 47,157
60 9,857 7,961 1,896 19.6% 140 1.4% 89% False False 31,470
80 9,857 7,961 1,896 19.6% 137 1.4% 89% False False 23,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,547
2.618 10,235
1.618 10,044
1.000 9,926
0.618 9,853
HIGH 9,735
0.618 9,662
0.500 9,640
0.382 9,617
LOW 9,544
0.618 9,426
1.000 9,353
1.618 9,235
2.618 9,044
4.250 8,732
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 9,649 9,660
PP 9,644 9,657
S1 9,640 9,655

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

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