mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 10,186 10,243 57 0.6% 9,979
High 10,271 10,404 133 1.3% 10,309
Low 10,158 10,240 82 0.8% 9,969
Close 10,242 10,368 126 1.2% 10,242
Range 113 164 51 45.1% 340
ATR 158 159 0 0.3% 0
Volume 144,443 116,549 -27,894 -19.3% 670,594
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,829 10,763 10,458
R3 10,665 10,599 10,413
R2 10,501 10,501 10,398
R1 10,435 10,435 10,383 10,468
PP 10,337 10,337 10,337 10,354
S1 10,271 10,271 10,353 10,304
S2 10,173 10,173 10,338
S3 10,009 10,107 10,323
S4 9,845 9,943 10,278
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 10,404 10,137 267 2.6% 120 1.2% 87% True False 127,070
10 10,404 9,627 777 7.5% 153 1.5% 95% True False 153,471
20 10,404 9,596 808 7.8% 175 1.7% 96% True False 169,725
40 10,404 9,336 1,068 10.3% 156 1.5% 97% True False 153,266
60 10,404 9,186 1,218 11.7% 146 1.4% 97% True False 117,874
80 10,404 8,901 1,503 14.5% 148 1.4% 98% True False 88,436
100 10,404 7,961 2,443 23.6% 146 1.4% 99% True False 70,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,101
2.618 10,833
1.618 10,669
1.000 10,568
0.618 10,505
HIGH 10,404
0.618 10,341
0.500 10,322
0.382 10,303
LOW 10,240
0.618 10,139
1.000 10,076
1.618 9,975
2.618 9,811
4.250 9,543
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 10,353 10,336
PP 10,337 10,303
S1 10,322 10,271

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

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