mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 8,660 8,544 -116 -1.3% 8,660
High 8,764 8,619 -145 -1.7% 8,940
Low 8,478 8,334 -144 -1.7% 8,441
Close 8,533 8,539 6 0.1% 8,533
Range 286 285 -1 -0.3% 499
ATR 409 400 -9 -2.2% 0
Volume 177,862 172,162 -5,700 -3.2% 977,628
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,352 9,231 8,696
R3 9,067 8,946 8,618
R2 8,782 8,782 8,591
R1 8,661 8,661 8,565 8,579
PP 8,497 8,497 8,497 8,457
S1 8,376 8,376 8,513 8,294
S2 8,212 8,212 8,487
S3 7,927 8,091 8,461
S4 7,642 7,806 8,382
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 10,135 9,833 8,808
R3 9,636 9,334 8,670
R2 9,137 9,137 8,625
R1 8,835 8,835 8,579 8,737
PP 8,638 8,638 8,638 8,589
S1 8,336 8,336 8,487 8,238
S2 8,139 8,139 8,442
S3 7,640 7,837 8,396
S4 7,141 7,338 8,259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,940 8,334 606 7.1% 319 3.7% 34% False True 180,920
10 8,940 8,191 749 8.8% 319 3.7% 46% False False 128,006
20 9,005 7,867 1,138 13.3% 380 4.5% 59% False False 64,271
40 9,612 7,398 2,214 25.9% 448 5.2% 52% False False 32,267
60 11,200 7,398 3,802 44.5% 523 6.1% 30% False False 21,637
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 74
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,830
2.618 9,365
1.618 9,080
1.000 8,904
0.618 8,795
HIGH 8,619
0.618 8,510
0.500 8,477
0.382 8,443
LOW 8,334
0.618 8,158
1.000 8,049
1.618 7,873
2.618 7,588
4.250 7,123
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 8,518 8,602
PP 8,497 8,581
S1 8,477 8,560

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

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