mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 9,785 9,953 168 1.7% 9,658
High 9,970 10,007 37 0.4% 10,007
Low 9,722 9,874 152 1.6% 9,596
Close 9,954 9,978 24 0.2% 9,978
Range 248 133 -115 -46.4% 411
ATR 174 171 -3 -1.7% 0
Volume 195,523 158,709 -36,814 -18.8% 1,034,621
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,352 10,298 10,051
R3 10,219 10,165 10,015
R2 10,086 10,086 10,003
R1 10,032 10,032 9,990 10,059
PP 9,953 9,953 9,953 9,967
S1 9,899 9,899 9,966 9,926
S2 9,820 9,820 9,954
S3 9,687 9,766 9,942
S4 9,554 9,633 9,905
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,093 10,947 10,204
R3 10,682 10,536 10,091
R2 10,271 10,271 10,053
R1 10,125 10,125 10,016 10,198
PP 9,860 9,860 9,860 9,897
S1 9,714 9,714 9,940 9,787
S2 9,449 9,449 9,903
S3 9,038 9,303 9,865
S4 8,627 8,892 9,752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,007 9,596 411 4.1% 184 1.8% 93% True False 206,924
10 10,025 9,596 429 4.3% 192 1.9% 89% False False 196,713
20 10,070 9,596 474 4.8% 170 1.7% 81% False False 164,469
40 10,070 9,336 734 7.4% 154 1.5% 87% False False 154,819
60 10,070 9,033 1,037 10.4% 150 1.5% 91% False False 104,769
80 10,070 8,553 1,517 15.2% 147 1.5% 94% False False 78,605
100 10,070 7,961 2,109 21.1% 148 1.5% 96% False False 62,893
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 41
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,572
2.618 10,355
1.618 10,222
1.000 10,140
0.618 10,089
HIGH 10,007
0.618 9,956
0.500 9,941
0.382 9,925
LOW 9,874
0.618 9,792
1.000 9,741
1.618 9,659
2.618 9,526
4.250 9,309
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 9,966 9,939
PP 9,953 9,899
S1 9,941 9,860

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

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