mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 10,309 10,322 13 0.1% 10,304
High 10,367 10,494 127 1.2% 10,486
Low 10,251 10,316 65 0.6% 10,116
Close 10,334 10,461 127 1.2% 10,292
Range 116 178 62 53.4% 370
ATR 152 154 2 1.2% 0
Volume 140,037 145,722 5,685 4.1% 430,634
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,958 10,887 10,559
R3 10,780 10,709 10,510
R2 10,602 10,602 10,494
R1 10,531 10,531 10,477 10,567
PP 10,424 10,424 10,424 10,441
S1 10,353 10,353 10,445 10,389
S2 10,246 10,246 10,428
S3 10,068 10,175 10,412
S4 9,890 9,997 10,363
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 10,494 10,116 378 3.6% 154 1.5% 91% True False 122,815
10 10,494 10,116 378 3.6% 141 1.3% 91% True False 118,457
20 10,494 9,627 867 8.3% 147 1.4% 96% True False 135,964
40 10,494 9,529 965 9.2% 153 1.5% 97% True False 144,573
60 10,494 9,336 1,158 11.1% 147 1.4% 97% True False 137,524
80 10,494 9,033 1,461 14.0% 148 1.4% 98% True False 103,230
100 10,494 7,961 2,533 24.2% 147 1.4% 99% True False 82,604
120 10,494 7,961 2,533 24.2% 144 1.4% 99% True False 68,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,251
2.618 10,960
1.618 10,782
1.000 10,672
0.618 10,604
HIGH 10,494
0.618 10,426
0.500 10,405
0.382 10,384
LOW 10,316
0.618 10,206
1.000 10,138
1.618 10,028
2.618 9,850
4.250 9,560
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 10,442 10,409
PP 10,424 10,357
S1 10,405 10,305

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

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