mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 8,173 8,269 96 1.2% 8,540
High 8,325 8,392 67 0.8% 8,548
Low 8,059 7,871 -188 -2.3% 7,945
Close 8,243 7,945 -298 -3.6% 8,243
Range 266 521 255 95.9% 603
ATR 274 291 18 6.5% 0
Volume 262,159 210,713 -51,446 -19.6% 935,059
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,632 9,310 8,232
R3 9,111 8,789 8,088
R2 8,590 8,590 8,041
R1 8,268 8,268 7,993 8,169
PP 8,069 8,069 8,069 8,020
S1 7,747 7,747 7,897 7,648
S2 7,548 7,548 7,850
S3 7,027 7,226 7,802
S4 6,506 6,705 7,659
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 10,054 9,752 8,575
R3 9,451 9,149 8,409
R2 8,848 8,848 8,354
R1 8,546 8,546 8,298 8,396
PP 8,245 8,245 8,245 8,170
S1 7,943 7,943 8,188 7,793
S2 7,642 7,642 8,133
S3 7,039 7,340 8,077
S4 6,436 6,737 7,911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,487 7,871 616 7.8% 324 4.1% 12% False True 197,809
10 9,048 7,871 1,177 14.8% 264 3.3% 6% False True 176,782
20 9,048 7,871 1,177 14.8% 233 2.9% 6% False True 136,015
40 9,048 7,398 1,650 20.8% 325 4.1% 33% False False 91,422
60 9,612 7,398 2,214 27.9% 388 4.9% 25% False False 61,023
80 11,200 7,398 3,802 47.9% 452 5.7% 14% False False 45,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 52
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 10,606
2.618 9,756
1.618 9,235
1.000 8,913
0.618 8,714
HIGH 8,392
0.618 8,193
0.500 8,132
0.382 8,070
LOW 7,871
0.618 7,549
1.000 7,350
1.618 7,028
2.618 6,507
4.250 5,657
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 8,132 8,132
PP 8,069 8,069
S1 8,007 8,007

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

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