mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 10,495 10,461 -34 -0.3% 10,398
High 10,513 10,520 7 0.1% 10,488
Low 10,426 10,429 3 0.0% 10,228
Close 10,459 10,451 -8 -0.1% 10,484
Range 87 91 4 4.6% 260
ATR 139 136 -3 -2.5% 0
Volume 31,662 29,882 -1,780 -5.6% 688,176
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,740 10,686 10,501
R3 10,649 10,595 10,476
R2 10,558 10,558 10,468
R1 10,504 10,504 10,459 10,486
PP 10,467 10,467 10,467 10,457
S1 10,413 10,413 10,443 10,395
S2 10,376 10,376 10,434
S3 10,285 10,322 10,426
S4 10,194 10,231 10,401
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 10,303 268 2.6% 104 1.0% 55% False False 64,834
10 10,571 10,228 343 3.3% 129 1.2% 65% False False 102,644
20 10,571 10,116 455 4.4% 136 1.3% 74% False False 110,234
40 10,571 9,596 975 9.3% 154 1.5% 88% False False 140,015
60 10,571 9,336 1,235 11.8% 149 1.4% 90% False False 139,117
80 10,571 9,186 1,385 13.3% 143 1.4% 91% False False 117,598
100 10,571 8,901 1,670 16.0% 145 1.4% 93% False False 94,104
120 10,571 7,961 2,610 25.0% 144 1.4% 95% False False 78,432
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,907
2.618 10,758
1.618 10,667
1.000 10,611
0.618 10,576
HIGH 10,520
0.618 10,485
0.500 10,475
0.382 10,464
LOW 10,429
0.618 10,373
1.000 10,338
1.618 10,282
2.618 10,191
4.250 10,042
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 10,475 10,499
PP 10,467 10,483
S1 10,459 10,467

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

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