mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 10,402 10,309 -93 -0.9% 10,304
High 10,410 10,367 -43 -0.4% 10,486
Low 10,116 10,251 135 1.3% 10,116
Close 10,292 10,334 42 0.4% 10,292
Range 294 116 -178 -60.5% 370
ATR 155 152 -3 -1.8% 0
Volume 90,612 140,037 49,425 54.5% 430,634
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,665 10,616 10,398
R3 10,549 10,500 10,366
R2 10,433 10,433 10,355
R1 10,384 10,384 10,345 10,409
PP 10,317 10,317 10,317 10,330
S1 10,268 10,268 10,323 10,293
S2 10,201 10,201 10,313
S3 10,085 10,152 10,302
S4 9,969 10,036 10,270
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,408 11,220 10,496
R3 11,038 10,850 10,394
R2 10,668 10,668 10,360
R1 10,480 10,480 10,326 10,389
PP 10,298 10,298 10,298 10,253
S1 10,110 10,110 10,258 10,019
S2 9,928 9,928 10,224
S3 9,558 9,740 10,190
S4 9,188 9,370 10,089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,486 10,116 370 3.6% 157 1.5% 59% False False 114,134
10 10,486 10,116 370 3.6% 139 1.3% 59% False False 115,540
20 10,486 9,596 890 8.6% 149 1.4% 83% False False 143,031
40 10,486 9,416 1,070 10.4% 152 1.5% 86% False False 145,433
60 10,486 9,257 1,229 11.9% 146 1.4% 88% False False 135,103
80 10,486 9,033 1,453 14.1% 149 1.4% 90% False False 101,410
100 10,486 7,961 2,525 24.4% 146 1.4% 94% False False 81,147
120 10,486 7,961 2,525 24.4% 143 1.4% 94% False False 67,628
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 19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,860
2.618 10,671
1.618 10,555
1.000 10,483
0.618 10,439
HIGH 10,367
0.618 10,323
0.500 10,309
0.382 10,295
LOW 10,251
0.618 10,179
1.000 10,135
1.618 10,063
2.618 9,947
4.250 9,758
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 10,326 10,320
PP 10,317 10,306
S1 10,309 10,293

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

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