mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 10,404 10,486 82 0.8% 10,398
High 10,488 10,571 83 0.8% 10,488
Low 10,400 10,458 58 0.6% 10,228
Close 10,484 10,498 14 0.1% 10,484
Range 88 113 25 28.4% 260
ATR 145 143 -2 -1.6% 0
Volume 84,874 40,078 -44,796 -52.8% 688,176
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,848 10,786 10,560
R3 10,735 10,673 10,529
R2 10,622 10,622 10,519
R1 10,560 10,560 10,508 10,591
PP 10,509 10,509 10,509 10,525
S1 10,447 10,447 10,488 10,478
S2 10,396 10,396 10,477
S3 10,283 10,334 10,467
S4 10,170 10,221 10,436
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,180 11,092 10,627
R3 10,920 10,832 10,556
R2 10,660 10,660 10,532
R1 10,572 10,572 10,508 10,616
PP 10,400 10,400 10,400 10,422
S1 10,312 10,312 10,460 10,356
S2 10,140 10,140 10,436
S3 9,880 10,052 10,413
S4 9,620 9,792 10,341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,571 10,228 343 3.3% 127 1.2% 79% True False 104,155
10 10,571 10,228 343 3.3% 139 1.3% 79% True False 123,521
20 10,571 10,116 455 4.3% 139 1.3% 84% True False 119,531
40 10,571 9,596 975 9.3% 158 1.5% 93% True False 145,466
60 10,571 9,336 1,235 11.8% 149 1.4% 94% True False 142,204
80 10,571 9,186 1,385 13.2% 146 1.4% 95% True False 116,834
100 10,571 8,893 1,678 16.0% 145 1.4% 96% True False 93,491
120 10,571 7,961 2,610 24.9% 145 1.4% 97% True False 77,920
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 11,051
2.618 10,867
1.618 10,754
1.000 10,684
0.618 10,641
HIGH 10,571
0.618 10,528
0.500 10,515
0.382 10,501
LOW 10,458
0.618 10,388
1.000 10,345
1.618 10,275
2.618 10,162
4.250 9,978
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 10,515 10,478
PP 10,509 10,457
S1 10,504 10,437

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

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