mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 10,460 10,440 -20 -0.2% 10,304
High 10,505 10,500 -5 0.0% 10,486
Low 10,412 10,338 -74 -0.7% 10,116
Close 10,439 10,352 -87 -0.8% 10,292
Range 93 162 69 74.2% 370
ATR 150 151 1 0.6% 0
Volume 124,596 105,251 -19,345 -15.5% 430,634
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,883 10,779 10,441
R3 10,721 10,617 10,397
R2 10,559 10,559 10,382
R1 10,455 10,455 10,367 10,426
PP 10,397 10,397 10,397 10,382
S1 10,293 10,293 10,337 10,264
S2 10,235 10,235 10,322
S3 10,073 10,131 10,308
S4 9,911 9,969 10,263
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 3.8% 169 1.6% 61% False False 121,243
10 10,505 10,116 389 3.8% 149 1.4% 61% False False 117,604
20 10,505 9,722 783 7.6% 144 1.4% 80% False False 127,790
40 10,505 9,596 909 8.8% 153 1.5% 83% False False 143,452
60 10,505 9,336 1,169 11.3% 147 1.4% 87% False False 141,309
80 10,505 9,033 1,472 14.2% 148 1.4% 90% False False 106,098
100 10,505 8,292 2,213 21.4% 146 1.4% 93% False False 84,901
120 10,505 7,961 2,544 24.6% 145 1.4% 94% False False 70,758
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 23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,189
2.618 10,924
1.618 10,762
1.000 10,662
0.618 10,600
HIGH 10,500
0.618 10,438
0.500 10,419
0.382 10,400
LOW 10,338
0.618 10,238
1.000 10,176
1.618 10,076
2.618 9,914
4.250 9,650
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 10,419 10,411
PP 10,397 10,391
S1 10,374 10,372

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

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