mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 10,258 10,186 -72 -0.7% 9,979
High 10,289 10,271 -18 -0.2% 10,309
Low 10,137 10,158 21 0.2% 9,969
Close 10,189 10,242 53 0.5% 10,242
Range 152 113 -39 -25.7% 340
ATR 162 158 -3 -2.2% 0
Volume 131,313 144,443 13,130 10.0% 670,594
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,563 10,515 10,304
R3 10,450 10,402 10,273
R2 10,337 10,337 10,263
R1 10,289 10,289 10,252 10,313
PP 10,224 10,224 10,224 10,236
S1 10,176 10,176 10,232 10,200
S2 10,111 10,111 10,221
S3 9,998 10,063 10,211
S4 9,885 9,950 10,180
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,193 11,058 10,429
R3 10,853 10,718 10,336
R2 10,513 10,513 10,304
R1 10,378 10,378 10,273 10,446
PP 10,173 10,173 10,173 10,207
S1 10,038 10,038 10,211 10,106
S2 9,833 9,833 10,180
S3 9,493 9,698 10,149
S4 9,153 9,358 10,055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,309 9,969 340 3.3% 133 1.3% 80% False False 134,118
10 10,309 9,596 713 7.0% 159 1.5% 91% False False 170,521
20 10,309 9,596 713 7.0% 176 1.7% 91% False False 171,402
40 10,309 9,336 973 9.5% 154 1.5% 93% False False 153,541
60 10,309 9,186 1,123 11.0% 148 1.4% 94% False False 115,935
80 10,309 8,893 1,416 13.8% 147 1.4% 95% False False 86,981
100 10,309 7,961 2,348 22.9% 146 1.4% 97% False False 69,598
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,751
2.618 10,567
1.618 10,454
1.000 10,384
0.618 10,341
HIGH 10,271
0.618 10,228
0.500 10,215
0.382 10,201
LOW 10,158
0.618 10,088
1.000 10,045
1.618 9,975
2.618 9,862
4.250 9,678
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 10,233 10,236
PP 10,224 10,229
S1 10,215 10,223

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

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