mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 10,274 10,322 48 0.5% 10,309
High 10,338 10,444 106 1.0% 10,509
Low 10,228 10,303 75 0.7% 10,251
Close 10,330 10,402 72 0.7% 10,400
Range 110 141 31 28.2% 258
ATR 151 150 -1 -0.5% 0
Volume 150,310 137,677 -12,633 -8.4% 647,002
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,806 10,745 10,480
R3 10,665 10,604 10,441
R2 10,524 10,524 10,428
R1 10,463 10,463 10,415 10,494
PP 10,383 10,383 10,383 10,398
S1 10,322 10,322 10,389 10,353
S2 10,242 10,242 10,376
S3 10,101 10,181 10,363
S4 9,960 10,040 10,325
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% 150 1.4% 62% False False 146,939
10 10,509 10,116 393 3.8% 160 1.5% 73% False False 134,091
20 10,509 10,116 393 3.8% 142 1.4% 73% False False 127,071
40 10,509 9,596 913 8.8% 158 1.5% 88% False False 148,365
60 10,509 9,336 1,173 11.3% 149 1.4% 91% False False 145,187
80 10,509 9,049 1,460 14.0% 147 1.4% 93% False False 115,275
100 10,509 8,750 1,759 16.9% 146 1.4% 94% False False 92,246
120 10,509 7,961 2,548 24.5% 146 1.4% 96% False False 76,879
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 36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,043
2.618 10,813
1.618 10,672
1.000 10,585
0.618 10,531
HIGH 10,444
0.618 10,390
0.500 10,374
0.382 10,357
LOW 10,303
0.618 10,216
1.000 10,162
1.618 10,075
2.618 9,934
4.250 9,704
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 10,393 10,380
PP 10,383 10,358
S1 10,374 10,336

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

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