mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 9,925 9,838 -87 -0.9% 9,912
High 10,025 9,899 -126 -1.3% 10,070
Low 9,793 9,787 -6 -0.1% 9,829
Close 9,841 9,835 -6 -0.1% 9,931
Range 232 112 -120 -51.7% 241
ATR 154 151 -3 -2.0% 0
Volume 193,028 194,145 1,117 0.6% 790,312
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,176 10,118 9,897
R3 10,064 10,006 9,866
R2 9,952 9,952 9,856
R1 9,894 9,894 9,845 9,867
PP 9,840 9,840 9,840 9,827
S1 9,782 9,782 9,825 9,755
S2 9,728 9,728 9,815
S3 9,616 9,670 9,804
S4 9,504 9,558 9,774
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 10,068 9,787 281 2.9% 193 2.0% 17% False True 179,583
10 10,070 9,787 283 2.9% 165 1.7% 17% False True 153,255
20 10,070 9,336 734 7.5% 152 1.5% 68% False False 147,510
40 10,070 9,186 884 9.0% 140 1.4% 73% False False 117,545
60 10,070 9,033 1,037 10.5% 144 1.5% 77% False False 78,450
80 10,070 7,961 2,109 21.4% 143 1.5% 89% False False 58,861
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 45
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,375
2.618 10,192
1.618 10,080
1.000 10,011
0.618 9,968
HIGH 9,899
0.618 9,856
0.500 9,843
0.382 9,830
LOW 9,787
0.618 9,718
1.000 9,675
1.618 9,606
2.618 9,494
4.250 9,311
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 9,843 9,928
PP 9,840 9,897
S1 9,838 9,866

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

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