mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 9,952 9,970 18 0.2% 9,809
High 10,007 10,004 -3 0.0% 10,007
Low 9,906 9,884 -22 -0.2% 9,759
Close 9,964 9,924 -40 -0.4% 9,924
Range 101 120 19 18.8% 248
ATR 131 130 -1 -0.6% 0
Volume 125,209 115,714 -9,495 -7.6% 531,939
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,297 10,231 9,990
R3 10,177 10,111 9,957
R2 10,057 10,057 9,946
R1 9,991 9,991 9,935 9,964
PP 9,937 9,937 9,937 9,924
S1 9,871 9,871 9,913 9,844
S2 9,817 9,817 9,902
S3 9,697 9,751 9,891
S4 9,577 9,631 9,858
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,641 10,530 10,061
R3 10,393 10,282 9,992
R2 10,145 10,145 9,970
R1 10,034 10,034 9,947 10,090
PP 9,897 9,897 9,897 9,924
S1 9,786 9,786 9,901 9,842
S2 9,649 9,649 9,879
S3 9,401 9,538 9,856
S4 9,153 9,290 9,788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,007 9,759 248 2.5% 107 1.1% 67% False False 106,387
10 10,007 9,416 591 6.0% 118 1.2% 86% False False 123,391
20 10,007 9,336 671 6.8% 132 1.3% 88% False False 135,681
40 10,007 9,186 821 8.3% 133 1.3% 90% False False 88,202
60 10,007 8,893 1,114 11.2% 137 1.4% 93% False False 58,840
80 10,007 7,961 2,046 20.6% 138 1.4% 96% False False 44,147
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 23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,514
2.618 10,318
1.618 10,198
1.000 10,124
0.618 10,078
HIGH 10,004
0.618 9,958
0.500 9,944
0.382 9,930
LOW 9,884
0.618 9,810
1.000 9,764
1.618 9,690
2.618 9,570
4.250 9,374
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 9,944 9,922
PP 9,937 9,921
S1 9,931 9,919

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

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