mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 9,998 9,889 -109 -1.1% 9,809
High 10,068 10,056 -12 -0.1% 10,007
Low 9,829 9,861 32 0.3% 9,759
Close 9,901 10,038 137 1.4% 9,924
Range 239 195 -44 -18.4% 248
ATR 142 146 4 2.7% 0
Volume 158,293 173,006 14,713 9.3% 531,939
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,570 10,499 10,145
R3 10,375 10,304 10,092
R2 10,180 10,180 10,074
R1 10,109 10,109 10,056 10,145
PP 9,985 9,985 9,985 10,003
S1 9,914 9,914 10,020 9,950
S2 9,790 9,790 10,002
S3 9,595 9,719 9,985
S4 9,400 9,524 9,931
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,641 10,530 10,061
R3 10,393 10,282 9,992
R2 10,145 10,145 9,970
R1 10,034 10,034 9,947 10,090
PP 9,897 9,897 9,897 9,924
S1 9,786 9,786 9,901 9,842
S2 9,649 9,649 9,879
S3 9,401 9,538 9,856
S4 9,153 9,290 9,788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,070 9,829 241 2.4% 176 1.7% 87% False False 145,316
10 10,070 9,706 364 3.6% 140 1.4% 91% False False 127,250
20 10,070 9,336 734 7.3% 145 1.4% 96% False False 140,987
40 10,070 9,186 884 8.8% 137 1.4% 96% False False 103,427
60 10,070 8,982 1,088 10.8% 142 1.4% 97% False False 69,016
80 10,070 7,961 2,109 21.0% 141 1.4% 98% False False 51,781
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,885
2.618 10,567
1.618 10,372
1.000 10,251
0.618 10,177
HIGH 10,056
0.618 9,982
0.500 9,959
0.382 9,936
LOW 9,861
0.618 9,741
1.000 9,666
1.618 9,546
2.618 9,351
4.250 9,032
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 10,012 10,009
PP 9,985 9,979
S1 9,959 9,950

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

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