mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 8,440 8,463 23 0.3% 8,544
High 8,499 8,516 17 0.2% 8,619
Low 8,420 8,308 -112 -1.3% 8,334
Close 8,472 8,488 16 0.2% 8,472
Range 79 208 129 163.3% 285
ATR 347 337 -10 -2.9% 0
Volume 27,871 19,706 -8,165 -29.3% 448,952
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,061 8,983 8,603
R3 8,853 8,775 8,545
R2 8,645 8,645 8,526
R1 8,567 8,567 8,507 8,606
PP 8,437 8,437 8,437 8,457
S1 8,359 8,359 8,469 8,398
S2 8,229 8,229 8,450
S3 8,021 8,151 8,431
S4 7,813 7,943 8,374
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,330 9,186 8,629
R3 9,045 8,901 8,551
R2 8,760 8,760 8,524
R1 8,616 8,616 8,498 8,546
PP 8,475 8,475 8,475 8,440
S1 8,331 8,331 8,446 8,261
S2 8,190 8,190 8,420
S3 7,905 8,046 8,394
S4 7,620 7,761 8,315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,619 8,308 311 3.7% 179 2.1% 58% False True 93,731
10 8,940 8,308 632 7.4% 250 2.9% 28% False True 144,628
20 9,005 8,100 905 10.7% 328 3.9% 43% False False 79,007
40 9,612 7,398 2,214 26.1% 400 4.7% 49% False False 39,662
60 10,810 7,398 3,412 40.2% 501 5.9% 32% False False 26,561
80 11,542 7,398 4,144 48.8% 461 5.4% 26% False False 19,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,400
2.618 9,061
1.618 8,853
1.000 8,724
0.618 8,645
HIGH 8,516
0.618 8,437
0.500 8,412
0.382 8,388
LOW 8,308
0.618 8,180
1.000 8,100
1.618 7,972
2.618 7,764
4.250 7,424
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 8,463 8,463
PP 8,437 8,437
S1 8,412 8,412

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

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