mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 10,404 10,326 -78 -0.7% 10,243
High 10,412 10,332 -80 -0.8% 10,427
Low 10,233 10,236 3 0.0% 10,233
Close 10,327 10,303 -24 -0.2% 10,303
Range 179 96 -83 -46.4% 194
ATR 151 147 -4 -2.6% 0
Volume 96,278 133,529 37,251 38.7% 584,735
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,578 10,537 10,356
R3 10,482 10,441 10,330
R2 10,386 10,386 10,321
R1 10,345 10,345 10,312 10,318
PP 10,290 10,290 10,290 10,277
S1 10,249 10,249 10,294 10,222
S2 10,194 10,194 10,286
S3 10,098 10,153 10,277
S4 10,002 10,057 10,250
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,903 10,797 10,410
R3 10,709 10,603 10,356
R2 10,515 10,515 10,339
R1 10,409 10,409 10,321 10,462
PP 10,321 10,321 10,321 10,348
S1 10,215 10,215 10,285 10,268
S2 10,127 10,127 10,268
S3 9,933 10,021 10,250
S4 9,739 9,827 10,196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,427 10,233 194 1.9% 122 1.2% 36% False False 116,947
10 10,427 9,969 458 4.4% 127 1.2% 73% False False 125,532
20 10,427 9,596 831 8.1% 160 1.5% 85% False False 161,123
40 10,427 9,336 1,091 10.6% 155 1.5% 89% False False 151,225
60 10,427 9,186 1,241 12.0% 145 1.4% 90% False False 125,634
80 10,427 9,014 1,413 13.7% 147 1.4% 91% False False 94,285
100 10,427 7,961 2,466 23.9% 144 1.4% 95% False False 75,443
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,740
2.618 10,583
1.618 10,487
1.000 10,428
0.618 10,391
HIGH 10,332
0.618 10,295
0.500 10,284
0.382 10,273
LOW 10,236
0.618 10,177
1.000 10,140
1.618 10,081
2.618 9,985
4.250 9,828
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 10,297 10,330
PP 10,290 10,321
S1 10,284 10,312

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

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