mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 9,903 9,658 -245 -2.5% 9,925
High 9,910 9,812 -98 -1.0% 10,025
Low 9,632 9,596 -36 -0.4% 9,632
Close 9,664 9,735 71 0.7% 9,664
Range 278 216 -62 -22.3% 393
ATR 165 169 4 2.2% 0
Volume 165,755 287,054 121,299 73.2% 932,513
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,362 10,265 9,854
R3 10,146 10,049 9,795
R2 9,930 9,930 9,775
R1 9,833 9,833 9,755 9,882
PP 9,714 9,714 9,714 9,739
S1 9,617 9,617 9,715 9,666
S2 9,498 9,498 9,696
S3 9,282 9,401 9,676
S4 9,066 9,185 9,616
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,953 10,701 9,880
R3 10,560 10,308 9,772
R2 10,167 10,167 9,736
R1 9,915 9,915 9,700 9,845
PP 9,774 9,774 9,774 9,738
S1 9,522 9,522 9,628 9,452
S2 9,381 9,381 9,592
S3 8,988 9,129 9,556
S4 8,595 8,736 9,448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,922 9,596 326 3.3% 196 2.0% 43% False True 205,307
10 10,070 9,596 474 4.9% 197 2.0% 29% False True 185,980
20 10,070 9,529 541 5.6% 159 1.6% 38% False False 153,183
40 10,070 9,336 734 7.5% 147 1.5% 54% False False 138,305
60 10,070 9,033 1,037 10.7% 149 1.5% 68% False False 92,318
80 10,070 7,961 2,109 21.7% 147 1.5% 84% False False 69,264
100 10,070 7,961 2,109 21.7% 144 1.5% 84% False False 55,418
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 43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,730
2.618 10,378
1.618 10,162
1.000 10,028
0.618 9,946
HIGH 9,812
0.618 9,730
0.500 9,704
0.382 9,679
LOW 9,596
0.618 9,463
1.000 9,380
1.618 9,247
2.618 9,031
4.250 8,678
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 9,725 9,759
PP 9,714 9,751
S1 9,704 9,743

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

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