mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 10,440 10,347 -93 -0.9% 10,309
High 10,500 10,509 9 0.1% 10,509
Low 10,338 10,300 -38 -0.4% 10,251
Close 10,352 10,400 48 0.5% 10,400
Range 162 209 47 29.0% 258
ATR 151 155 4 2.8% 0
Volume 105,251 131,396 26,145 24.8% 647,002
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,030 10,924 10,515
R3 10,821 10,715 10,458
R2 10,612 10,612 10,438
R1 10,506 10,506 10,419 10,559
PP 10,403 10,403 10,403 10,430
S1 10,297 10,297 10,381 10,350
S2 10,194 10,194 10,362
S3 9,985 10,088 10,343
S4 9,776 9,879 10,285
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,161 11,038 10,542
R3 10,903 10,780 10,471
R2 10,645 10,645 10,447
R1 10,522 10,522 10,424 10,584
PP 10,387 10,387 10,387 10,417
S1 10,264 10,264 10,376 10,326
S2 10,129 10,129 10,353
S3 9,871 10,006 10,329
S4 9,613 9,748 10,258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,509 10,251 258 2.5% 152 1.5% 58% True False 129,400
10 10,509 10,116 393 3.8% 152 1.5% 72% True False 121,116
20 10,509 9,874 635 6.1% 142 1.4% 83% True False 124,583
40 10,509 9,596 913 8.8% 155 1.5% 88% True False 143,801
60 10,509 9,336 1,173 11.3% 149 1.4% 91% True False 143,343
80 10,509 9,033 1,476 14.2% 148 1.4% 93% True False 107,740
100 10,509 8,440 2,069 19.9% 146 1.4% 95% True False 86,215
120 10,509 7,961 2,548 24.5% 146 1.4% 96% True False 71,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,397
2.618 11,056
1.618 10,847
1.000 10,718
0.618 10,638
HIGH 10,509
0.618 10,429
0.500 10,405
0.382 10,380
LOW 10,300
0.618 10,171
1.000 10,091
1.618 9,962
2.618 9,753
4.250 9,412
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 10,405 10,405
PP 10,403 10,403
S1 10,402 10,402

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

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