mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 10,322 10,460 138 1.3% 10,304
High 10,494 10,505 11 0.1% 10,486
Low 10,316 10,412 96 0.9% 10,116
Close 10,461 10,439 -22 -0.2% 10,292
Range 178 93 -85 -47.8% 370
ATR 154 150 -4 -2.8% 0
Volume 145,722 124,596 -21,126 -14.5% 430,634
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,731 10,678 10,490
R3 10,638 10,585 10,465
R2 10,545 10,545 10,456
R1 10,492 10,492 10,448 10,472
PP 10,452 10,452 10,452 10,442
S1 10,399 10,399 10,431 10,379
S2 10,359 10,359 10,422
S3 10,266 10,306 10,414
S4 10,173 10,213 10,388
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 10,505 10,116 389 3.7% 151 1.4% 83% True False 125,108
10 10,505 10,116 389 3.7% 142 1.4% 83% True False 117,824
20 10,505 9,712 793 7.6% 144 1.4% 92% True False 131,205
40 10,505 9,596 909 8.7% 151 1.4% 93% True False 144,554
60 10,505 9,336 1,169 11.2% 147 1.4% 94% True False 139,589
80 10,505 9,033 1,472 14.1% 148 1.4% 96% True False 104,784
100 10,505 8,174 2,331 22.3% 146 1.4% 97% True False 83,849
120 10,505 7,961 2,544 24.4% 144 1.4% 97% True False 69,881
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,900
2.618 10,749
1.618 10,656
1.000 10,598
0.618 10,563
HIGH 10,505
0.618 10,470
0.500 10,459
0.382 10,448
LOW 10,412
0.618 10,355
1.000 10,319
1.618 10,262
2.618 10,169
4.250 10,017
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 10,459 10,419
PP 10,452 10,398
S1 10,446 10,378

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

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