mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 10,326 10,304 -22 -0.2% 10,243
High 10,332 10,486 154 1.5% 10,427
Low 10,236 10,294 58 0.6% 10,233
Close 10,303 10,422 119 1.2% 10,303
Range 96 192 96 100.0% 194
ATR 147 150 3 2.2% 0
Volume 133,529 102,314 -31,215 -23.4% 584,735
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,977 10,891 10,528
R3 10,785 10,699 10,475
R2 10,593 10,593 10,457
R1 10,507 10,507 10,440 10,550
PP 10,401 10,401 10,401 10,422
S1 10,315 10,315 10,405 10,358
S2 10,209 10,209 10,387
S3 10,017 10,123 10,369
S4 9,825 9,931 10,317
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 10,486 10,233 253 2.4% 128 1.2% 75% True False 114,100
10 10,486 10,137 349 3.3% 124 1.2% 82% True False 120,585
20 10,486 9,596 890 8.5% 158 1.5% 93% True False 156,587
40 10,486 9,336 1,150 11.0% 155 1.5% 94% True False 150,155
60 10,486 9,186 1,300 12.5% 146 1.4% 95% True False 127,333
80 10,486 9,033 1,453 13.9% 148 1.4% 96% True False 95,561
100 10,486 7,961 2,525 24.2% 146 1.4% 97% True False 76,466
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 20
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,302
2.618 10,989
1.618 10,797
1.000 10,678
0.618 10,605
HIGH 10,486
0.618 10,413
0.500 10,390
0.382 10,367
LOW 10,294
0.618 10,175
1.000 10,102
1.618 9,983
2.618 9,791
4.250 9,478
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 10,411 10,401
PP 10,401 10,380
S1 10,390 10,360

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

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