mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 9,673 9,664 -9 -0.1% 9,716
High 9,735 9,684 -51 -0.5% 9,857
Low 9,544 9,438 -106 -1.1% 9,576
Close 9,653 9,471 -182 -1.9% 9,619
Range 191 246 55 28.8% 281
ATR 136 144 8 5.8% 0
Volume 129,532 221,193 91,661 70.8% 677,380
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,269 10,116 9,606
R3 10,023 9,870 9,539
R2 9,777 9,777 9,516
R1 9,624 9,624 9,494 9,578
PP 9,531 9,531 9,531 9,508
S1 9,378 9,378 9,449 9,332
S2 9,285 9,285 9,426
S3 9,039 9,132 9,403
S4 8,793 8,886 9,336
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 9,438 337 3.6% 167 1.8% 10% False True 157,375
10 9,857 9,438 419 4.4% 144 1.5% 8% False True 144,874
20 9,857 9,186 671 7.1% 132 1.4% 42% False False 105,053
40 9,857 9,033 824 8.7% 145 1.5% 53% False False 52,686
60 9,857 7,961 1,896 20.0% 142 1.5% 80% False False 35,156
80 9,857 7,961 1,896 20.0% 138 1.5% 80% False False 26,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 10,730
2.618 10,328
1.618 10,082
1.000 9,930
0.618 9,836
HIGH 9,684
0.618 9,590
0.500 9,561
0.382 9,532
LOW 9,438
0.618 9,286
1.000 9,192
1.618 9,040
2.618 8,794
4.250 8,393
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 9,561 9,607
PP 9,531 9,561
S1 9,501 9,516

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

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