mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 10,461 10,451 -10 -0.1% 10,398
High 10,520 10,457 -63 -0.6% 10,488
Low 10,429 10,309 -120 -1.2% 10,228
Close 10,451 10,333 -118 -1.1% 10,484
Range 91 148 57 62.6% 260
ATR 136 137 1 0.6% 0
Volume 29,882 20,056 -9,826 -32.9% 688,176
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,810 10,720 10,415
R3 10,662 10,572 10,374
R2 10,514 10,514 10,360
R1 10,424 10,424 10,347 10,395
PP 10,366 10,366 10,366 10,352
S1 10,276 10,276 10,320 10,247
S2 10,218 10,218 10,306
S3 10,070 10,128 10,292
S4 9,922 9,980 10,252
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 10,309 262 2.5% 106 1.0% 9% False True 41,310
10 10,571 10,228 343 3.3% 128 1.2% 31% False False 94,125
20 10,571 10,116 455 4.4% 139 1.3% 48% False False 105,864
40 10,571 9,596 975 9.4% 152 1.5% 76% False False 136,560
60 10,571 9,336 1,235 12.0% 149 1.4% 81% False False 137,674
80 10,571 9,186 1,385 13.4% 143 1.4% 83% False False 117,841
100 10,571 8,901 1,670 16.2% 145 1.4% 86% False False 94,304
120 10,571 7,961 2,610 25.3% 144 1.4% 91% False False 78,599
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 11,086
2.618 10,845
1.618 10,697
1.000 10,605
0.618 10,549
HIGH 10,457
0.618 10,401
0.500 10,383
0.382 10,366
LOW 10,309
0.618 10,218
1.000 10,161
1.618 10,070
2.618 9,922
4.250 9,680
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 10,383 10,415
PP 10,366 10,387
S1 10,350 10,360

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

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