mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 10,013 9,998 -15 -0.1% 9,809
High 10,070 10,068 -2 0.0% 10,007
Low 9,936 9,829 -107 -1.1% 9,759
Close 10,000 9,901 -99 -1.0% 9,924
Range 134 239 105 78.4% 248
ATR 134 142 7 5.6% 0
Volume 129,499 158,293 28,794 22.2% 531,939
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,650 10,514 10,033
R3 10,411 10,275 9,967
R2 10,172 10,172 9,945
R1 10,036 10,036 9,923 9,985
PP 9,933 9,933 9,933 9,907
S1 9,797 9,797 9,879 9,746
S2 9,694 9,694 9,857
S3 9,455 9,558 9,835
S4 9,216 9,319 9,770
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 9,829 241 2.4% 157 1.6% 30% False True 135,757
10 10,070 9,670 400 4.0% 132 1.3% 58% False False 121,693
20 10,070 9,336 734 7.4% 143 1.4% 77% False False 139,904
40 10,070 9,186 884 8.9% 134 1.4% 81% False False 99,123
60 10,070 8,901 1,169 11.8% 141 1.4% 86% False False 66,134
80 10,070 7,961 2,109 21.3% 140 1.4% 92% False False 49,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 11,084
2.618 10,694
1.618 10,455
1.000 10,307
0.618 10,216
HIGH 10,068
0.618 9,977
0.500 9,949
0.382 9,920
LOW 9,829
0.618 9,681
1.000 9,590
1.618 9,442
2.618 9,203
4.250 8,813
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 9,949 9,950
PP 9,933 9,933
S1 9,917 9,917

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

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