mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 10,395 10,404 9 0.1% 9,979
High 10,427 10,412 -15 -0.1% 10,309
Low 10,338 10,233 -105 -1.0% 9,969
Close 10,404 10,327 -77 -0.7% 10,242
Range 89 179 90 101.1% 340
ATR 149 151 2 1.5% 0
Volume 107,448 96,278 -11,170 -10.4% 670,594
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,861 10,773 10,426
R3 10,682 10,594 10,376
R2 10,503 10,503 10,360
R1 10,415 10,415 10,344 10,370
PP 10,324 10,324 10,324 10,301
S1 10,236 10,236 10,311 10,191
S2 10,145 10,145 10,294
S3 9,966 10,057 10,278
S4 9,787 9,878 10,229
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 10,158 269 2.6% 125 1.2% 63% False False 119,129
10 10,427 9,874 553 5.4% 131 1.3% 82% False False 128,050
20 10,427 9,596 831 8.0% 164 1.6% 88% False False 163,418
40 10,427 9,336 1,091 10.6% 155 1.5% 91% False False 152,203
60 10,427 9,186 1,241 12.0% 146 1.4% 92% False False 123,424
80 10,427 8,982 1,445 14.0% 147 1.4% 93% False False 92,617
100 10,427 7,961 2,466 23.9% 146 1.4% 96% False False 74,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,173
2.618 10,881
1.618 10,702
1.000 10,591
0.618 10,523
HIGH 10,412
0.618 10,344
0.500 10,323
0.382 10,302
LOW 10,233
0.618 10,123
1.000 10,054
1.618 9,944
2.618 9,765
4.250 9,472
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 10,326 10,330
PP 10,324 10,329
S1 10,323 10,328

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

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