mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 9,809 9,819 10 0.1% 9,432
High 9,876 9,848 -28 -0.3% 9,814
Low 9,793 9,759 -34 -0.3% 9,416
Close 9,819 9,809 -10 -0.1% 9,807
Range 83 89 6 7.2% 398
ATR 134 131 -3 -2.4% 0
Volume 92,484 84,381 -8,103 -8.8% 701,973
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,072 10,030 9,858
R3 9,983 9,941 9,834
R2 9,894 9,894 9,825
R1 9,852 9,852 9,817 9,829
PP 9,805 9,805 9,805 9,794
S1 9,763 9,763 9,801 9,740
S2 9,716 9,716 9,793
S3 9,627 9,674 9,785
S4 9,538 9,585 9,760
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,873 10,738 10,026
R3 10,475 10,340 9,917
R2 10,077 10,077 9,880
R1 9,942 9,942 9,844 10,010
PP 9,679 9,679 9,679 9,713
S1 9,544 9,544 9,771 9,612
S2 9,281 9,281 9,734
S3 8,883 9,146 9,698
S4 8,485 8,748 9,588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,876 9,621 255 2.6% 95 1.0% 74% False False 114,668
10 9,876 9,336 540 5.5% 139 1.4% 88% False False 141,764
20 9,876 9,336 540 5.5% 132 1.3% 88% False False 141,729
40 9,876 9,047 829 8.5% 134 1.4% 92% False False 79,336
60 9,876 8,702 1,174 12.0% 138 1.4% 94% False False 52,930
80 9,876 7,961 1,915 19.5% 141 1.4% 97% False False 39,709
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 24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,226
2.618 10,081
1.618 9,992
1.000 9,937
0.618 9,903
HIGH 9,848
0.618 9,814
0.500 9,804
0.382 9,793
LOW 9,759
0.618 9,704
1.000 9,670
1.618 9,615
2.618 9,526
4.250 9,381
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 9,807 9,803
PP 9,805 9,797
S1 9,804 9,791

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

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