mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 9,840 9,713 -127 -1.3% 9,912
High 9,859 9,922 63 0.6% 10,070
Low 9,705 9,702 -3 0.0% 9,829
Close 9,711 9,903 192 2.0% 9,931
Range 154 220 66 42.9% 241
ATR 152 156 5 3.2% 0
Volume 191,647 187,938 -3,709 -1.9% 790,312
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,502 10,423 10,024
R3 10,282 10,203 9,964
R2 10,062 10,062 9,943
R1 9,983 9,983 9,923 10,023
PP 9,842 9,842 9,842 9,862
S1 9,763 9,763 9,883 9,803
S2 9,622 9,622 9,863
S3 9,402 9,543 9,843
S4 9,182 9,323 9,782
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 10,666 10,540 10,064
R3 10,425 10,299 9,997
R2 10,184 10,184 9,975
R1 10,058 10,058 9,953 10,121
PP 9,943 9,943 9,943 9,975
S1 9,817 9,817 9,909 9,880
S2 9,702 9,702 9,887
S3 9,461 9,576 9,865
S4 9,220 9,335 9,799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,068 9,702 366 3.7% 181 1.8% 55% False True 189,240
10 10,070 9,702 368 3.7% 178 1.8% 55% False True 167,278
20 10,070 9,336 734 7.4% 149 1.5% 77% False False 148,953
40 10,070 9,186 884 8.9% 140 1.4% 81% False False 127,003
60 10,070 9,033 1,037 10.5% 146 1.5% 84% False False 84,775
80 10,070 7,961 2,109 21.3% 143 1.4% 92% False False 63,605
100 10,070 7,961 2,109 21.3% 140 1.4% 92% False False 50,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,857
2.618 10,498
1.618 10,278
1.000 10,142
0.618 10,058
HIGH 9,922
0.618 9,838
0.500 9,812
0.382 9,786
LOW 9,702
0.618 9,566
1.000 9,482
1.618 9,346
2.618 9,126
4.250 8,767
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 9,873 9,873
PP 9,842 9,842
S1 9,812 9,812

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

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