mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 10,243 10,364 121 1.2% 9,979
High 10,404 10,410 6 0.1% 10,309
Low 10,240 10,329 89 0.9% 9,969
Close 10,368 10,398 30 0.3% 10,242
Range 164 81 -83 -50.6% 340
ATR 159 153 -6 -3.5% 0
Volume 116,549 130,931 14,382 12.3% 670,594
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,622 10,591 10,443
R3 10,541 10,510 10,420
R2 10,460 10,460 10,413
R1 10,429 10,429 10,406 10,445
PP 10,379 10,379 10,379 10,387
S1 10,348 10,348 10,391 10,364
S2 10,298 10,298 10,383
S3 10,217 10,267 10,376
S4 10,136 10,186 10,354
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 10,410 10,137 273 2.6% 122 1.2% 96% True False 129,328
10 10,410 9,712 698 6.7% 147 1.4% 98% True False 144,587
20 10,410 9,596 814 7.8% 172 1.7% 99% True False 169,797
40 10,410 9,336 1,074 10.3% 156 1.5% 99% True False 153,558
60 10,410 9,186 1,224 11.8% 146 1.4% 99% True False 120,053
80 10,410 8,901 1,509 14.5% 147 1.4% 99% True False 90,071
100 10,410 7,961 2,449 23.6% 146 1.4% 100% True False 72,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,754
2.618 10,622
1.618 10,541
1.000 10,491
0.618 10,460
HIGH 10,410
0.618 10,379
0.500 10,370
0.382 10,360
LOW 10,329
0.618 10,279
1.000 10,248
1.618 10,198
2.618 10,117
4.250 9,985
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 10,389 10,360
PP 10,379 10,322
S1 10,370 10,284

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

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