mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 9,743 9,809 66 0.7% 9,432
High 9,814 9,876 62 0.6% 9,814
Low 9,706 9,793 87 0.9% 9,416
Close 9,807 9,819 12 0.1% 9,807
Range 108 83 -25 -23.1% 398
ATR 138 134 -4 -2.8% 0
Volume 129,696 92,484 -37,212 -28.7% 701,973
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,078 10,032 9,865
R3 9,995 9,949 9,842
R2 9,912 9,912 9,834
R1 9,866 9,866 9,827 9,889
PP 9,829 9,829 9,829 9,841
S1 9,783 9,783 9,812 9,806
S2 9,746 9,746 9,804
S3 9,663 9,700 9,796
S4 9,580 9,617 9,773
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 9,876 9,529 347 3.5% 115 1.2% 84% True False 122,866
10 9,876 9,336 540 5.5% 140 1.4% 89% True False 145,167
20 9,876 9,336 540 5.5% 134 1.4% 89% True False 144,158
40 9,876 9,033 843 8.6% 137 1.4% 93% True False 77,229
60 9,876 8,610 1,266 12.9% 139 1.4% 95% True False 51,524
80 9,876 7,961 1,915 19.5% 142 1.4% 97% True False 38,655
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 25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,229
2.618 10,093
1.618 10,010
1.000 9,959
0.618 9,927
HIGH 9,876
0.618 9,844
0.500 9,835
0.382 9,825
LOW 9,793
0.618 9,742
1.000 9,710
1.618 9,659
2.618 9,576
4.250 9,440
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 9,835 9,804
PP 9,829 9,788
S1 9,824 9,773

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

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