mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 10,422 10,409 -13 -0.1% 10,243
High 10,441 10,469 28 0.3% 10,427
Low 10,330 10,398 68 0.7% 10,233
Close 10,405 10,442 37 0.4% 10,303
Range 111 71 -40 -36.0% 194
ATR 147 142 -5 -3.7% 0
Volume 113,135 124,573 11,438 10.1% 584,735
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,649 10,617 10,481
R3 10,578 10,546 10,462
R2 10,507 10,507 10,455
R1 10,475 10,475 10,449 10,491
PP 10,436 10,436 10,436 10,445
S1 10,404 10,404 10,436 10,420
S2 10,365 10,365 10,429
S3 10,294 10,333 10,423
S4 10,223 10,262 10,403
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% 130 1.2% 83% False False 113,965
10 10,486 10,137 349 3.3% 125 1.2% 87% False False 120,051
20 10,486 9,596 890 8.5% 153 1.5% 95% False False 149,183
40 10,486 9,336 1,150 11.0% 152 1.5% 96% False False 149,899
60 10,486 9,186 1,300 12.4% 142 1.4% 97% False False 131,278
80 10,486 9,033 1,453 13.9% 147 1.4% 97% False False 98,528
100 10,486 7,961 2,525 24.2% 144 1.4% 98% False False 78,842
120 10,486 7,961 2,525 24.2% 142 1.4% 98% False False 65,706
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18
Narrowest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 10,771
2.618 10,655
1.618 10,584
1.000 10,540
0.618 10,513
HIGH 10,469
0.618 10,442
0.500 10,434
0.382 10,425
LOW 10,398
0.618 10,354
1.000 10,327
1.618 10,283
2.618 10,212
4.250 10,096
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 10,439 10,425
PP 10,436 10,407
S1 10,434 10,390

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

View Archives - Comment on this page... - Back to Index of Symbols