mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 9,979 10,192 213 2.1% 9,658
High 10,196 10,227 31 0.3% 10,007
Low 9,969 10,153 184 1.8% 9,596
Close 10,192 10,217 25 0.2% 9,978
Range 227 74 -153 -67.4% 411
ATR 175 168 -7 -4.1% 0
Volume 151,789 119,643 -32,146 -21.2% 1,034,621
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 10,421 10,393 10,258
R3 10,347 10,319 10,237
R2 10,273 10,273 10,231
R1 10,245 10,245 10,224 10,259
PP 10,199 10,199 10,199 10,206
S1 10,171 10,171 10,210 10,185
S2 10,125 10,125 10,204
S3 10,051 10,097 10,197
S4 9,977 10,023 10,176
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,093 10,947 10,204
R3 10,682 10,536 10,091
R2 10,271 10,271 10,053
R1 10,125 10,125 10,016 10,198
PP 9,860 9,860 9,860 9,897
S1 9,714 9,714 9,940 9,787
S2 9,449 9,449 9,903
S3 9,038 9,303 9,865
S4 8,627 8,892 9,752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,227 9,712 515 5.0% 172 1.7% 98% True False 159,846
10 10,227 9,596 631 6.2% 187 1.8% 98% True False 185,139
20 10,227 9,596 631 6.2% 176 1.7% 98% True False 169,197
40 10,227 9,336 891 8.7% 154 1.5% 99% True False 155,463
60 10,227 9,047 1,180 11.5% 148 1.4% 99% True False 109,290
80 10,227 8,702 1,525 14.9% 148 1.4% 99% True False 81,997
100 10,227 7,961 2,266 22.2% 148 1.4% 100% True False 65,607
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 30
Narrowest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 10,542
2.618 10,421
1.618 10,347
1.000 10,301
0.618 10,273
HIGH 10,227
0.618 10,199
0.500 10,190
0.382 10,181
LOW 10,153
0.618 10,107
1.000 10,079
1.618 10,033
2.618 9,959
4.250 9,839
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 10,208 10,162
PP 10,199 10,106
S1 10,190 10,051

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

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