mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 9,546 9,650 104 1.1% 9,622
High 9,717 9,702 -15 -0.2% 9,775
Low 9,529 9,621 92 1.0% 9,336
Close 9,654 9,673 19 0.2% 9,435
Range 188 81 -107 -56.9% 439
ATR 147 142 -5 -3.2% 0
Volume 125,371 149,343 23,972 19.1% 802,342
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 9,908 9,872 9,718
R3 9,827 9,791 9,695
R2 9,746 9,746 9,688
R1 9,710 9,710 9,681 9,728
PP 9,665 9,665 9,665 9,675
S1 9,629 9,629 9,666 9,647
S2 9,584 9,584 9,658
S3 9,503 9,548 9,651
S4 9,422 9,467 9,629
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 9,717 9,336 381 3.9% 160 1.7% 88% False False 172,824
10 9,775 9,336 439 4.5% 155 1.6% 77% False False 158,116
20 9,857 9,336 521 5.4% 136 1.4% 65% False False 137,023
40 9,857 9,033 824 8.5% 144 1.5% 78% False False 68,745
60 9,857 8,292 1,565 16.2% 142 1.5% 88% False False 45,868
80 9,857 7,961 1,896 19.6% 140 1.5% 90% False False 34,411
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 10,046
2.618 9,914
1.618 9,833
1.000 9,783
0.618 9,752
HIGH 9,702
0.618 9,671
0.500 9,662
0.382 9,652
LOW 9,621
0.618 9,571
1.000 9,540
1.618 9,490
2.618 9,409
4.250 9,277
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 9,669 9,638
PP 9,665 9,602
S1 9,662 9,567

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

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