mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 10,364 10,395 31 0.3% 9,979
High 10,410 10,427 17 0.2% 10,309
Low 10,329 10,338 9 0.1% 9,969
Close 10,398 10,404 6 0.1% 10,242
Range 81 89 8 9.9% 340
ATR 153 149 -5 -3.0% 0
Volume 130,931 107,448 -23,483 -17.9% 670,594
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,657 10,619 10,453
R3 10,568 10,530 10,429
R2 10,479 10,479 10,420
R1 10,441 10,441 10,412 10,460
PP 10,390 10,390 10,390 10,399
S1 10,352 10,352 10,396 10,371
S2 10,301 10,301 10,388
S3 10,212 10,263 10,380
S4 10,123 10,174 10,355
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 10,427 10,137 290 2.8% 120 1.2% 92% True False 126,136
10 10,427 9,722 705 6.8% 138 1.3% 97% True False 137,975
20 10,427 9,596 831 8.0% 165 1.6% 97% True False 167,255
40 10,427 9,336 1,091 10.5% 154 1.5% 98% True False 153,580
60 10,427 9,186 1,241 11.9% 145 1.4% 98% True False 121,834
80 10,427 8,901 1,526 14.7% 147 1.4% 98% True False 91,414
100 10,427 7,961 2,466 23.7% 145 1.4% 99% True False 73,146
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,805
2.618 10,660
1.618 10,571
1.000 10,516
0.618 10,482
HIGH 10,427
0.618 10,393
0.500 10,383
0.382 10,372
LOW 10,338
0.618 10,283
1.000 10,249
1.618 10,194
2.618 10,105
4.250 9,960
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 10,397 10,381
PP 10,390 10,357
S1 10,383 10,334

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

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