mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	9,672	9,629	-43	-0.4%	9,679
High	9,714	9,673	-41	-0.4%	9,797
Low	9,614	9,488	-126	-1.3%	9,520
Close	9,615	9,594	-21	-0.2%	9,560
Range	100	185	85	85.0%	277
ATR	106	112	6	5.3%	0
Volume	74	23	-51	-68.9%	237

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,140	10,052	9,696
R3	9,955	9,867	9,645
R2	9,770	9,770	9,628
R1	9,682	9,682	9,611	9,634
PP	9,585	9,585	9,585	9,561
S1	9,497	9,497	9,577	9,449
S2	9,400	9,400	9,560
S3	9,215	9,312	9,543
S4	9,030	9,127	9,492

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,457	10,285	9,712
R3	10,180	10,008	9,636
R2	9,903	9,903	9,611
R1	9,731	9,731	9,586	9,679
PP	9,626	9,626	9,626	9,599
S1	9,454	9,454	9,535	9,402
S2	9,349	9,349	9,509
S3	9,072	9,177	9,484
S4	8,795	8,900	9,408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,714	9,488	226	2.4%	144	1.5%	47%	False	True	53
10	9,797	9,488	309	3.2%	118	1.2%	34%	False	True	50

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	31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,459
2.618	10,157
1.618	9,972
1.000	9,858
0.618	9,787
HIGH	9,673
0.618	9,602
0.500	9,581
0.382	9,559
LOW	9,488
0.618	9,374
1.000	9,303
1.618	9,189
2.618	9,004
4.250	8,702

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	9,590	9,601
PP	9,585	9,599
S1	9,581	9,596

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols