mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 9,912 10,013 101 1.0% 9,809
High 10,064 10,070 6 0.1% 10,007
Low 9,874 9,936 62 0.6% 9,759
Close 10,011 10,000 -11 -0.1% 9,924
Range 190 134 -56 -29.5% 248
ATR 134 134 0 0.0% 0
Volume 150,071 129,499 -20,572 -13.7% 531,939
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,404 10,336 10,074
R3 10,270 10,202 10,037
R2 10,136 10,136 10,025
R1 10,068 10,068 10,012 10,035
PP 10,002 10,002 10,002 9,986
S1 9,934 9,934 9,988 9,901
S2 9,868 9,868 9,976
S3 9,734 9,800 9,963
S4 9,600 9,666 9,926
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 10,070 9,831 239 2.4% 138 1.4% 71% True False 126,928
10 10,070 9,621 449 4.5% 116 1.2% 84% True False 120,798
20 10,070 9,336 734 7.3% 140 1.4% 90% True False 137,320
40 10,070 9,186 884 8.8% 133 1.3% 92% True False 95,182
60 10,070 8,901 1,169 11.7% 139 1.4% 94% True False 63,496
80 10,070 7,961 2,109 21.1% 139 1.4% 97% True False 47,641
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 10,640
2.618 10,421
1.618 10,287
1.000 10,204
0.618 10,153
HIGH 10,070
0.618 10,019
0.500 10,003
0.382 9,987
LOW 9,936
0.618 9,853
1.000 9,802
1.618 9,719
2.618 9,585
4.250 9,367
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 10,003 9,991
PP 10,002 9,981
S1 10,001 9,972

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

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