mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 9,819 9,831 12 0.1% 9,432
High 9,848 9,973 125 1.3% 9,814
Low 9,759 9,831 72 0.7% 9,416
Close 9,809 9,952 143 1.5% 9,807
Range 89 142 53 59.6% 398
ATR 131 133 2 1.8% 0
Volume 84,381 114,151 29,770 35.3% 701,973
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,345 10,290 10,030
R3 10,203 10,148 9,991
R2 10,061 10,061 9,978
R1 10,006 10,006 9,965 10,034
PP 9,919 9,919 9,919 9,932
S1 9,864 9,864 9,939 9,892
S2 9,777 9,777 9,926
S3 9,635 9,722 9,913
S4 9,493 9,580 9,874
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 9,973 9,670 303 3.0% 107 1.1% 93% True False 107,629
10 9,973 9,336 637 6.4% 134 1.3% 97% True False 140,226
20 9,973 9,336 637 6.4% 132 1.3% 97% True False 138,830
40 9,973 9,049 924 9.3% 135 1.4% 98% True False 82,185
60 9,973 8,750 1,223 12.3% 139 1.4% 98% True False 54,832
80 9,973 7,961 2,012 20.2% 140 1.4% 99% True False 41,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,577
2.618 10,345
1.618 10,203
1.000 10,115
0.618 10,061
HIGH 9,973
0.618 9,919
0.500 9,902
0.382 9,885
LOW 9,831
0.618 9,743
1.000 9,689
1.618 9,601
2.618 9,459
4.250 9,228
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 9,935 9,923
PP 9,919 9,895
S1 9,902 9,866

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

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