mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 8,535 8,387 -148 -1.7% 8,660
High 8,578 8,462 -116 -1.4% 8,940
Low 8,354 8,362 8 0.1% 8,441
Close 8,388 8,423 35 0.4% 8,533
Range 224 100 -124 -55.4% 499
ATR 388 367 -21 -5.3% 0
Volume 133,939 114,980 -18,959 -14.2% 977,628
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 8,716 8,669 8,478
R3 8,616 8,569 8,451
R2 8,516 8,516 8,441
R1 8,469 8,469 8,432 8,493
PP 8,416 8,416 8,416 8,427
S1 8,369 8,369 8,414 8,393
S2 8,316 8,316 8,405
S3 8,216 8,269 8,396
S4 8,116 8,169 8,368
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 8,869 8,334 535 6.4% 255 3.0% 17% False False 157,125
10 8,940 8,191 749 8.9% 300 3.6% 31% False False 152,623
20 9,005 8,100 905 10.7% 346 4.1% 36% False False 76,658
40 9,612 7,398 2,214 26.3% 413 4.9% 46% False False 38,483
60 10,924 7,398 3,526 41.9% 508 6.0% 29% False False 25,774
80 11,545 7,398 4,147 49.2% 462 5.5% 25% False False 19,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 67
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 8,887
2.618 8,724
1.618 8,624
1.000 8,562
0.618 8,524
HIGH 8,462
0.618 8,424
0.500 8,412
0.382 8,400
LOW 8,362
0.618 8,300
1.000 8,262
1.618 8,200
2.618 8,100
4.250 7,937
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 8,419 8,477
PP 8,416 8,459
S1 8,412 8,441

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

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