mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 9,432 9,546 114 1.2% 9,622
High 9,568 9,717 149 1.6% 9,775
Low 9,416 9,529 113 1.2% 9,336
Close 9,546 9,654 108 1.1% 9,435
Range 152 188 36 23.7% 439
ATR 144 147 3 2.2% 0
Volume 180,127 125,371 -54,756 -30.4% 802,342
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,197 10,114 9,758
R3 10,009 9,926 9,706
R2 9,821 9,821 9,689
R1 9,738 9,738 9,671 9,780
PP 9,633 9,633 9,633 9,654
S1 9,550 9,550 9,637 9,592
S2 9,445 9,445 9,620
S3 9,257 9,362 9,602
S4 9,069 9,174 9,551
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,832 10,573 9,677
R3 10,393 10,134 9,556
R2 9,954 9,954 9,516
R1 9,695 9,695 9,475 9,605
PP 9,515 9,515 9,515 9,471
S1 9,256 9,256 9,395 9,166
S2 9,076 9,076 9,355
S3 8,637 8,817 9,314
S4 8,198 8,378 9,194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,735 9,336 399 4.1% 182 1.9% 80% False False 168,861
10 9,857 9,336 521 5.4% 165 1.7% 61% False False 153,842
20 9,857 9,336 521 5.4% 139 1.4% 61% False False 129,660
40 9,857 9,033 824 8.5% 146 1.5% 75% False False 65,015
60 9,857 8,174 1,683 17.4% 142 1.5% 88% False False 43,380
80 9,857 7,961 1,896 19.6% 141 1.5% 89% False False 32,544
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 39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,516
2.618 10,209
1.618 10,021
1.000 9,905
0.618 9,833
HIGH 9,717
0.618 9,645
0.500 9,623
0.382 9,601
LOW 9,529
0.618 9,413
1.000 9,341
1.618 9,225
2.618 9,037
4.250 8,730
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 9,644 9,612
PP 9,633 9,569
S1 9,623 9,527

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

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