mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 9,549 9,604 55 0.6% 9,350
High 9,654 9,741 87 0.9% 9,588
Low 9,518 9,594 76 0.8% 9,347
Close 9,603 9,725 122 1.3% 9,531
Range 136 147 11 8.1% 241
ATR 136 137 1 0.6% 0
Volume 132,960 172,147 39,187 29.5% 87,002
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,128 10,073 9,806
R3 9,981 9,926 9,766
R2 9,834 9,834 9,752
R1 9,779 9,779 9,739 9,807
PP 9,687 9,687 9,687 9,700
S1 9,632 9,632 9,712 9,660
S2 9,540 9,540 9,698
S3 9,393 9,485 9,685
S4 9,246 9,338 9,644
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 10,212 10,112 9,664
R3 9,971 9,871 9,597
R2 9,730 9,730 9,575
R1 9,630 9,630 9,553 9,680
PP 9,489 9,489 9,489 9,514
S1 9,389 9,389 9,509 9,439
S2 9,248 9,248 9,487
S3 9,007 9,148 9,465
S4 8,766 8,907 9,399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,741 9,433 308 3.2% 126 1.3% 95% True False 100,403
10 9,741 9,186 555 5.7% 117 1.2% 97% True False 50,639
20 9,741 9,049 692 7.1% 138 1.4% 98% True False 25,541
40 9,741 8,750 991 10.2% 142 1.5% 98% True False 12,834
60 9,741 7,961 1,780 18.3% 143 1.5% 99% True False 8,572
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 28
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 10,366
2.618 10,126
1.618 9,979
1.000 9,888
0.618 9,832
HIGH 9,741
0.618 9,685
0.500 9,668
0.382 9,650
LOW 9,594
0.618 9,503
1.000 9,447
1.618 9,356
2.618 9,209
4.250 8,969
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 9,706 9,679
PP 9,687 9,633
S1 9,668 9,587

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

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