mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 9,658 9,740 82 0.8% 9,925
High 9,812 9,775 -37 -0.4% 10,025
Low 9,596 9,627 31 0.3% 9,632
Close 9,735 9,717 -18 -0.2% 9,664
Range 216 148 -68 -31.5% 393
ATR 169 167 -1 -0.9% 0
Volume 287,054 219,769 -67,285 -23.4% 932,513
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,150 10,082 9,799
R3 10,002 9,934 9,758
R2 9,854 9,854 9,744
R1 9,786 9,786 9,731 9,746
PP 9,706 9,706 9,706 9,687
S1 9,638 9,638 9,704 9,598
S2 9,558 9,558 9,690
S3 9,410 9,490 9,676
S4 9,262 9,342 9,636
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 3.4% 203 2.1% 37% False False 210,432
10 10,068 9,596 472 4.9% 198 2.0% 26% False False 195,007
20 10,070 9,596 474 4.9% 157 1.6% 26% False False 157,903
40 10,070 9,336 734 7.6% 148 1.5% 52% False False 143,781
60 10,070 9,033 1,037 10.7% 150 1.5% 66% False False 95,977
80 10,070 8,174 1,896 19.5% 146 1.5% 81% False False 72,010
100 10,070 7,961 2,109 21.7% 144 1.5% 83% False False 57,616
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,404
2.618 10,163
1.618 10,015
1.000 9,923
0.618 9,867
HIGH 9,775
0.618 9,719
0.500 9,701
0.382 9,684
LOW 9,627
0.618 9,536
1.000 9,479
1.618 9,388
2.618 9,240
4.250 8,998
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 9,712 9,753
PP 9,706 9,741
S1 9,701 9,729

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

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