mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 10,041 9,925 -116 -1.2% 9,912
High 10,068 10,025 -43 -0.4% 10,070
Low 9,882 9,793 -89 -0.9% 9,829
Close 9,931 9,841 -90 -0.9% 9,931
Range 186 232 46 24.7% 241
ATR 148 154 6 4.0% 0
Volume 179,443 193,028 13,585 7.6% 790,312
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,582 10,444 9,969
R3 10,350 10,212 9,905
R2 10,118 10,118 9,884
R1 9,980 9,980 9,862 9,933
PP 9,886 9,886 9,886 9,863
S1 9,748 9,748 9,820 9,701
S2 9,654 9,654 9,799
S3 9,422 9,516 9,777
S4 9,190 9,284 9,714
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,666 10,540 10,064
R3 10,425 10,299 9,997
R2 10,184 10,184 9,975
R1 10,058 10,058 9,953 10,121
PP 9,943 9,943 9,943 9,975
S1 9,817 9,817 9,909 9,880
S2 9,702 9,702 9,887
S3 9,461 9,576 9,865
S4 9,220 9,335 9,799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,070 9,793 277 2.8% 197 2.0% 17% False True 166,653
10 10,070 9,759 311 3.2% 163 1.7% 26% False False 142,279
20 10,070 9,336 734 7.5% 152 1.5% 69% False False 143,723
40 10,070 9,186 884 9.0% 140 1.4% 74% False False 112,706
60 10,070 9,033 1,037 10.5% 144 1.5% 78% False False 75,219
80 10,070 7,961 2,109 21.4% 143 1.5% 89% False False 56,436
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 43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,011
2.618 10,633
1.618 10,401
1.000 10,257
0.618 10,169
HIGH 10,025
0.618 9,937
0.500 9,909
0.382 9,882
LOW 9,793
0.618 9,650
1.000 9,561
1.618 9,418
2.618 9,186
4.250 8,807
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 9,909 9,931
PP 9,886 9,901
S1 9,864 9,871

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

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