mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 9,953 9,979 26 0.3% 9,658
High 10,007 10,196 189 1.9% 10,007
Low 9,874 9,969 95 1.0% 9,596
Close 9,978 10,192 214 2.1% 9,978
Range 133 227 94 70.7% 411
ATR 171 175 4 2.4% 0
Volume 158,709 151,789 -6,920 -4.4% 1,034,621
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,800 10,723 10,317
R3 10,573 10,496 10,255
R2 10,346 10,346 10,234
R1 10,269 10,269 10,213 10,308
PP 10,119 10,119 10,119 10,138
S1 10,042 10,042 10,171 10,081
S2 9,892 9,892 10,151
S3 9,665 9,815 10,130
S4 9,438 9,588 10,067
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 10,196 9,627 569 5.6% 186 1.8% 99% True False 179,871
10 10,196 9,596 600 5.9% 191 1.9% 99% True False 192,589
20 10,196 9,596 600 5.9% 177 1.7% 99% True False 167,434
40 10,196 9,336 860 8.4% 156 1.5% 100% True False 155,796
60 10,196 9,033 1,163 11.4% 150 1.5% 100% True False 107,297
80 10,196 8,610 1,586 15.6% 148 1.5% 100% True False 80,502
100 10,196 7,961 2,235 21.9% 149 1.5% 100% True False 64,411
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 32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,161
2.618 10,790
1.618 10,563
1.000 10,423
0.618 10,336
HIGH 10,196
0.618 10,109
0.500 10,083
0.382 10,056
LOW 9,969
0.618 9,829
1.000 9,742
1.618 9,602
2.618 9,375
4.250 9,004
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 10,156 10,114
PP 10,119 10,037
S1 10,083 9,959

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

View Archives - Comment on this page... - Back to Index of Symbols