mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 9,664 9,462 -202 -2.1% 9,622
High 9,684 9,470 -214 -2.2% 9,775
Low 9,438 9,336 -102 -1.1% 9,336
Close 9,471 9,435 -36 -0.4% 9,435
Range 246 134 -112 -45.5% 439
ATR 144 143 -1 -0.4% 0
Volume 221,193 188,086 -33,107 -15.0% 802,342
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 9,816 9,759 9,509
R3 9,682 9,625 9,472
R2 9,548 9,548 9,460
R1 9,491 9,491 9,447 9,453
PP 9,414 9,414 9,414 9,394
S1 9,357 9,357 9,423 9,319
S2 9,280 9,280 9,411
S3 9,146 9,223 9,398
S4 9,012 9,089 9,361
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,832 10,573 9,677
R3 10,393 10,134 9,556
R2 9,954 9,954 9,516
R1 9,695 9,695 9,475 9,605
PP 9,515 9,515 9,515 9,471
S1 9,256 9,256 9,395 9,166
S2 9,076 9,076 9,355
S3 8,637 8,817 9,314
S4 8,198 8,378 9,194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,775 9,336 439 4.7% 174 1.8% 23% False True 160,468
10 9,857 9,336 521 5.5% 147 1.6% 19% False True 147,972
20 9,857 9,257 600 6.4% 133 1.4% 30% False False 114,442
40 9,857 9,033 824 8.7% 145 1.5% 49% False False 57,386
60 9,857 7,961 1,896 20.1% 142 1.5% 78% False False 38,289
80 9,857 7,961 1,896 20.1% 139 1.5% 78% False False 28,726
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 3 trading days
Fibonacci Retracements and Extensions
4.250 10,040
2.618 9,821
1.618 9,687
1.000 9,604
0.618 9,553
HIGH 9,470
0.618 9,419
0.500 9,403
0.382 9,387
LOW 9,336
0.618 9,253
1.000 9,202
1.618 9,119
2.618 8,985
4.250 8,767
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 9,424 9,536
PP 9,414 9,502
S1 9,403 9,469

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

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