mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 9,675 9,743 68 0.7% 9,432
High 9,783 9,814 31 0.3% 9,814
Low 9,670 9,706 36 0.4% 9,416
Close 9,747 9,807 60 0.6% 9,807
Range 113 108 -5 -4.4% 398
ATR 140 138 -2 -1.6% 0
Volume 117,436 129,696 12,260 10.4% 701,973
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,100 10,061 9,867
R3 9,992 9,953 9,837
R2 9,884 9,884 9,827
R1 9,845 9,845 9,817 9,865
PP 9,776 9,776 9,776 9,785
S1 9,737 9,737 9,797 9,757
S2 9,668 9,668 9,787
S3 9,560 9,629 9,777
S4 9,452 9,521 9,748
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,873 10,738 10,026
R3 10,475 10,340 9,917
R2 10,077 10,077 9,880
R1 9,942 9,942 9,844 10,010
PP 9,679 9,679 9,679 9,713
S1 9,544 9,544 9,771 9,612
S2 9,281 9,281 9,734
S3 8,883 9,146 9,698
S4 8,485 8,748 9,588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,814 9,416 398 4.1% 129 1.3% 98% True False 140,394
10 9,814 9,336 478 4.9% 151 1.5% 99% True False 150,431
20 9,857 9,336 521 5.3% 137 1.4% 90% False False 145,169
40 9,857 9,033 824 8.4% 140 1.4% 94% False False 74,919
60 9,857 8,553 1,304 13.3% 139 1.4% 96% False False 49,984
80 9,857 7,961 1,896 19.3% 142 1.4% 97% False False 37,499
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 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,273
2.618 10,097
1.618 9,989
1.000 9,922
0.618 9,881
HIGH 9,814
0.618 9,773
0.500 9,760
0.382 9,747
LOW 9,706
0.618 9,639
1.000 9,598
1.618 9,531
2.618 9,423
4.250 9,247
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 9,791 9,777
PP 9,776 9,747
S1 9,760 9,718

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

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