mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 9,970 9,912 -58 -0.6% 9,809
High 10,004 10,064 60 0.6% 10,007
Low 9,884 9,874 -10 -0.1% 9,759
Close 9,924 10,011 87 0.9% 9,924
Range 120 190 70 58.3% 248
ATR 130 134 4 3.3% 0
Volume 115,714 150,071 34,357 29.7% 531,939
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,553 10,472 10,116
R3 10,363 10,282 10,063
R2 10,173 10,173 10,046
R1 10,092 10,092 10,029 10,133
PP 9,983 9,983 9,983 10,003
S1 9,902 9,902 9,994 9,943
S2 9,793 9,793 9,976
S3 9,603 9,712 9,959
S4 9,413 9,522 9,907
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 10,064 9,759 305 3.0% 129 1.3% 83% True False 117,905
10 10,064 9,529 535 5.3% 122 1.2% 90% True False 120,385
20 10,064 9,336 728 7.3% 138 1.4% 93% True False 136,807
40 10,064 9,186 878 8.8% 132 1.3% 94% True False 91,949
60 10,064 8,901 1,163 11.6% 138 1.4% 95% True False 61,339
80 10,064 7,961 2,103 21.0% 139 1.4% 97% True False 46,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 10,872
2.618 10,562
1.618 10,372
1.000 10,254
0.618 10,182
HIGH 10,064
0.618 9,992
0.500 9,969
0.382 9,947
LOW 9,874
0.618 9,757
1.000 9,684
1.618 9,567
2.618 9,377
4.250 9,067
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 9,997 9,997
PP 9,983 9,983
S1 9,969 9,969

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

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