mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 8,463 8,484 21 0.2% 8,544
High 8,516 8,647 131 1.5% 8,619
Low 8,308 8,441 133 1.6% 8,334
Close 8,488 8,640 152 1.8% 8,472
Range 208 206 -2 -1.0% 285
ATR 337 327 -9 -2.8% 0
Volume 19,706 64,376 44,670 226.7% 448,952
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,194 9,123 8,753
R3 8,988 8,917 8,697
R2 8,782 8,782 8,678
R1 8,711 8,711 8,659 8,747
PP 8,576 8,576 8,576 8,594
S1 8,505 8,505 8,621 8,541
S2 8,370 8,370 8,602
S3 8,164 8,299 8,583
S4 7,958 8,093 8,527
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 8,647 8,308 339 3.9% 164 1.9% 98% True False 72,174
10 8,940 8,308 632 7.3% 241 2.8% 53% False False 126,547
20 9,005 8,100 905 10.5% 304 3.5% 60% False False 82,223
40 9,612 7,398 2,214 25.6% 395 4.6% 56% False False 41,266
60 10,351 7,398 2,953 34.2% 496 5.7% 42% False False 27,632
80 11,542 7,398 4,144 48.0% 462 5.3% 30% False False 20,747
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 True
Bear Hook False
Bull Hook False
Stretch 52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,523
2.618 9,186
1.618 8,980
1.000 8,853
0.618 8,774
HIGH 8,647
0.618 8,568
0.500 8,544
0.382 8,520
LOW 8,441
0.618 8,314
1.000 8,235
1.618 8,108
2.618 7,902
4.250 7,566
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 8,608 8,586
PP 8,576 8,532
S1 8,544 8,478

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

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