mini-sized Dow ($5) Future December 2009


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 10,409 10,402 -7 -0.1% 10,304
High 10,469 10,410 -59 -0.6% 10,486
Low 10,398 10,116 -282 -2.7% 10,116
Close 10,442 10,292 -150 -1.4% 10,292
Range 71 294 223 314.1% 370
ATR 142 155 13 9.3% 0
Volume 124,573 90,612 -33,961 -27.3% 430,634
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,155 11,017 10,454
R3 10,861 10,723 10,373
R2 10,567 10,567 10,346
R1 10,429 10,429 10,319 10,351
PP 10,273 10,273 10,273 10,234
S1 10,135 10,135 10,265 10,057
S2 9,979 9,979 10,238
S3 9,685 9,841 10,211
S4 9,391 9,547 10,130
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 11,408 11,220 10,496
R3 11,038 10,850 10,394
R2 10,668 10,668 10,360
R1 10,480 10,480 10,326 10,389
PP 10,298 10,298 10,298 10,253
S1 10,110 10,110 10,258 10,019
S2 9,928 9,928 10,224
S3 9,558 9,740 10,190
S4 9,188 9,370 10,089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,486 10,116 370 3.6% 153 1.5% 48% False True 112,832
10 10,486 10,116 370 3.6% 139 1.4% 48% False True 115,981
20 10,486 9,596 890 8.6% 157 1.5% 78% False False 144,316
40 10,486 9,336 1,150 11.2% 153 1.5% 83% False False 146,635
60 10,486 9,186 1,300 12.6% 146 1.4% 85% False False 132,774
80 10,486 9,033 1,453 14.1% 149 1.4% 87% False False 99,660
100 10,486 7,961 2,525 24.5% 146 1.4% 92% False False 79,747
120 10,486 7,961 2,525 24.5% 143 1.4% 92% False False 66,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 122 trading days
Fibonacci Retracements and Extensions
4.250 11,660
2.618 11,180
1.618 10,886
1.000 10,704
0.618 10,592
HIGH 10,410
0.618 10,298
0.500 10,263
0.382 10,228
LOW 10,116
0.618 9,934
1.000 9,822
1.618 9,640
2.618 9,346
4.250 8,867
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 10,282 10,293
PP 10,273 10,292
S1 10,263 10,292

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

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