mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 8,945 8,745 -200 -2.2% 8,463
High 8,959 8,758 -201 -2.2% 9,019
Low 8,672 8,604 -68 -0.8% 8,308
Close 8,744 8,696 -48 -0.5% 8,958
Range 287 154 -133 -46.3% 711
ATR 293 283 -10 -3.4% 0
Volume 163,446 161,150 -2,296 -1.4% 236,793
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,148 9,076 8,781
R3 8,994 8,922 8,738
R2 8,840 8,840 8,724
R1 8,768 8,768 8,710 8,727
PP 8,686 8,686 8,686 8,666
S1 8,614 8,614 8,682 8,573
S2 8,532 8,532 8,668
S3 8,378 8,460 8,654
S4 8,224 8,306 8,611
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 10,895 10,637 9,349
R3 10,184 9,926 9,154
R2 9,473 9,473 9,088
R1 9,215 9,215 9,023 9,344
PP 8,762 8,762 8,762 8,826
S1 8,504 8,504 8,893 8,633
S2 8,051 8,051 8,828
S3 7,340 7,793 8,763
S4 6,629 7,082 8,567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,048 8,604 444 5.1% 211 2.4% 21% False True 123,699
10 9,048 8,308 740 8.5% 182 2.1% 52% False False 93,142
20 9,048 8,191 857 9.9% 248 2.9% 59% False False 117,206
40 9,048 7,398 1,650 19.0% 366 4.2% 79% False False 58,855
60 9,894 7,398 2,496 28.7% 434 5.0% 52% False False 39,296
80 11,540 7,398 4,142 47.6% 462 5.3% 31% False False 29,553
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,413
2.618 9,161
1.618 9,007
1.000 8,912
0.618 8,853
HIGH 8,758
0.618 8,699
0.500 8,681
0.382 8,663
LOW 8,604
0.618 8,509
1.000 8,450
1.618 8,355
2.618 8,201
4.250 7,950
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 8,691 8,826
PP 8,686 8,783
S1 8,681 8,739

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

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