mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 10,391 10,274 -117 -1.1% 10,309
High 10,421 10,338 -83 -0.8% 10,509
Low 10,240 10,228 -12 -0.1% 10,251
Close 10,271 10,330 59 0.6% 10,400
Range 181 110 -71 -39.2% 258
ATR 154 151 -3 -2.0% 0
Volume 107,836 150,310 42,474 39.4% 647,002
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,629 10,589 10,391
R3 10,519 10,479 10,360
R2 10,409 10,409 10,350
R1 10,369 10,369 10,340 10,389
PP 10,299 10,299 10,299 10,309
S1 10,259 10,259 10,320 10,279
S2 10,189 10,189 10,310
S3 10,079 10,149 10,300
S4 9,969 10,039 10,270
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 10,228 281 2.7% 155 1.5% 36% False True 140,454
10 10,509 10,116 393 3.8% 153 1.5% 54% False False 132,781
20 10,509 10,116 393 3.8% 140 1.4% 54% False False 126,357
40 10,509 9,596 913 8.8% 158 1.5% 80% False False 147,777
60 10,509 9,336 1,173 11.4% 150 1.4% 85% False False 145,761
80 10,509 9,047 1,462 14.2% 146 1.4% 88% False False 113,557
100 10,509 8,702 1,807 17.5% 146 1.4% 90% False False 90,869
120 10,509 7,961 2,548 24.7% 146 1.4% 93% False False 75,732
Crabel Price Patterns
NR True
NR4 False
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 35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,806
2.618 10,626
1.618 10,516
1.000 10,448
0.618 10,406
HIGH 10,338
0.618 10,296
0.500 10,283
0.382 10,270
LOW 10,228
0.618 10,160
1.000 10,118
1.618 10,050
2.618 9,940
4.250 9,761
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 10,314 10,332
PP 10,299 10,331
S1 10,283 10,331

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

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