mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 10,398 10,391 -7 -0.1% 10,309
High 10,435 10,421 -14 -0.1% 10,509
Low 10,325 10,240 -85 -0.8% 10,251
Close 10,391 10,271 -120 -1.2% 10,400
Range 110 181 71 64.5% 258
ATR 152 154 2 1.4% 0
Volume 207,479 107,836 -99,643 -48.0% 647,002
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,854 10,743 10,371
R3 10,673 10,562 10,321
R2 10,492 10,492 10,304
R1 10,381 10,381 10,288 10,346
PP 10,311 10,311 10,311 10,293
S1 10,200 10,200 10,255 10,165
S2 10,130 10,130 10,238
S3 9,949 10,019 10,221
S4 9,768 9,838 10,172
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 10,240 269 2.6% 151 1.5% 12% False True 135,311
10 10,509 10,116 393 3.8% 153 1.5% 39% False False 129,063
20 10,509 10,116 393 3.8% 138 1.3% 39% False False 124,824
40 10,509 9,596 913 8.9% 158 1.5% 74% False False 146,129
60 10,509 9,336 1,173 11.4% 150 1.5% 80% False False 145,472
80 10,509 9,033 1,476 14.4% 147 1.4% 84% False False 111,679
100 10,509 8,610 1,899 18.5% 146 1.4% 87% False False 89,366
120 10,509 7,961 2,548 24.8% 147 1.4% 91% False False 74,480
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 32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,190
2.618 10,895
1.618 10,714
1.000 10,602
0.618 10,533
HIGH 10,421
0.618 10,352
0.500 10,331
0.382 10,309
LOW 10,240
0.618 10,128
1.000 10,059
1.618 9,947
2.618 9,766
4.250 9,471
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 10,331 10,375
PP 10,311 10,340
S1 10,291 10,306

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

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