mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 7,443 7,345 -98 -1.3% 7,155
High 7,519 7,402 -117 -1.6% 7,520
Low 7,312 7,199 -113 -1.5% 7,115
Close 7,352 7,215 -137 -1.9% 7,215
Range 207 203 -4 -1.9% 405
ATR 255 251 -4 -1.5% 0
Volume 258,503 205,650 -52,853 -20.4% 1,024,259
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 7,881 7,751 7,327
R3 7,678 7,548 7,271
R2 7,475 7,475 7,252
R1 7,345 7,345 7,234 7,309
PP 7,272 7,272 7,272 7,254
S1 7,142 7,142 7,197 7,106
S2 7,069 7,069 7,178
S3 6,866 6,939 7,159
S4 6,663 6,736 7,103
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,498 8,262 7,438
R3 8,093 7,857 7,327
R2 7,688 7,688 7,289
R1 7,452 7,452 7,252 7,570
PP 7,283 7,283 7,283 7,343
S1 7,047 7,047 7,178 7,165
S2 6,878 6,878 7,141
S3 6,473 6,642 7,104
S4 6,068 6,237 6,992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,520 7,115 405 5.6% 239 3.3% 25% False False 204,851
10 7,520 6,416 1,104 15.3% 259 3.6% 72% False False 115,868
20 7,520 6,416 1,104 15.3% 268 3.7% 72% False False 58,156
40 8,312 6,416 1,896 26.3% 241 3.3% 42% False False 29,116
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 69
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,265
2.618 7,934
1.618 7,731
1.000 7,605
0.618 7,528
HIGH 7,402
0.618 7,325
0.500 7,301
0.382 7,277
LOW 7,199
0.618 7,074
1.000 6,996
1.618 6,871
2.618 6,668
4.250 6,336
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 7,301 7,360
PP 7,272 7,311
S1 7,244 7,263

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

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