mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 9,462 9,432 -30 -0.3% 9,622
High 9,470 9,568 98 1.0% 9,775
Low 9,336 9,416 80 0.9% 9,336
Close 9,435 9,546 111 1.2% 9,435
Range 134 152 18 13.4% 439
ATR 143 144 1 0.4% 0
Volume 188,086 180,127 -7,959 -4.2% 802,342
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 9,966 9,908 9,630
R3 9,814 9,756 9,588
R2 9,662 9,662 9,574
R1 9,604 9,604 9,560 9,633
PP 9,510 9,510 9,510 9,525
S1 9,452 9,452 9,532 9,481
S2 9,358 9,358 9,518
S3 9,206 9,300 9,504
S4 9,054 9,148 9,463
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 4.6% 166 1.7% 48% False False 167,468
10 9,857 9,336 521 5.5% 154 1.6% 40% False False 153,229
20 9,857 9,336 521 5.5% 135 1.4% 40% False False 123,427
40 9,857 9,033 824 8.6% 143 1.5% 62% False False 61,886
60 9,857 7,961 1,896 19.9% 143 1.5% 84% False False 41,291
80 9,857 7,961 1,896 19.9% 140 1.5% 84% False False 30,977
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 38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,214
2.618 9,966
1.618 9,814
1.000 9,720
0.618 9,662
HIGH 9,568
0.618 9,510
0.500 9,492
0.382 9,474
LOW 9,416
0.618 9,322
1.000 9,264
1.618 9,170
2.618 9,018
4.250 8,770
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 9,528 9,534
PP 9,510 9,522
S1 9,492 9,510

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

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