mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 10,347 10,398 51 0.5% 10,309
High 10,509 10,435 -74 -0.7% 10,509
Low 10,300 10,325 25 0.2% 10,251
Close 10,400 10,391 -9 -0.1% 10,400
Range 209 110 -99 -47.4% 258
ATR 155 152 -3 -2.1% 0
Volume 131,396 207,479 76,083 57.9% 647,002
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,714 10,662 10,452
R3 10,604 10,552 10,421
R2 10,494 10,494 10,411
R1 10,442 10,442 10,401 10,413
PP 10,384 10,384 10,384 10,369
S1 10,332 10,332 10,381 10,303
S2 10,274 10,274 10,371
S3 10,164 10,222 10,361
S4 10,054 10,112 10,331
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 10,300 209 2.0% 151 1.4% 44% False False 142,888
10 10,509 10,116 393 3.8% 154 1.5% 70% False False 128,511
20 10,509 9,969 540 5.2% 141 1.4% 78% False False 127,022
40 10,509 9,596 913 8.8% 155 1.5% 87% False False 145,745
60 10,509 9,336 1,173 11.3% 149 1.4% 90% False False 145,553
80 10,509 9,033 1,476 14.2% 148 1.4% 92% False False 110,332
100 10,509 8,553 1,956 18.8% 145 1.4% 94% False False 88,288
120 10,509 7,961 2,548 24.5% 146 1.4% 95% False False 73,581
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 30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,903
2.618 10,723
1.618 10,613
1.000 10,545
0.618 10,503
HIGH 10,435
0.618 10,393
0.500 10,380
0.382 10,367
LOW 10,325
0.618 10,257
1.000 10,215
1.618 10,147
2.618 10,037
4.250 9,858
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 10,387 10,405
PP 10,384 10,400
S1 10,380 10,396

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

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