mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 10,220 10,258 38 0.4% 9,658
High 10,309 10,289 -20 -0.2% 10,007
Low 10,211 10,137 -74 -0.7% 9,596
Close 10,259 10,189 -70 -0.7% 9,978
Range 98 152 54 55.1% 411
ATR 163 162 -1 -0.5% 0
Volume 123,406 131,313 7,907 6.4% 1,034,621
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,661 10,577 10,273
R3 10,509 10,425 10,231
R2 10,357 10,357 10,217
R1 10,273 10,273 10,203 10,239
PP 10,205 10,205 10,205 10,188
S1 10,121 10,121 10,175 10,087
S2 10,053 10,053 10,161
S3 9,901 9,969 10,147
S4 9,749 9,817 10,106
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 10,309 9,874 435 4.3% 137 1.3% 72% False False 136,972
10 10,309 9,596 713 7.0% 175 1.7% 83% False False 172,652
20 10,309 9,596 713 7.0% 177 1.7% 83% False False 169,965
40 10,309 9,336 973 9.5% 154 1.5% 88% False False 153,858
60 10,309 9,186 1,123 11.0% 147 1.4% 89% False False 113,530
80 10,309 8,769 1,540 15.1% 148 1.5% 92% False False 85,180
100 10,309 7,961 2,348 23.0% 147 1.4% 95% False False 68,154
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,935
2.618 10,687
1.618 10,535
1.000 10,441
0.618 10,383
HIGH 10,289
0.618 10,231
0.500 10,213
0.382 10,195
LOW 10,137
0.618 10,043
1.000 9,985
1.618 9,891
2.618 9,739
4.250 9,491
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 10,213 10,223
PP 10,205 10,212
S1 10,197 10,200

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

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