mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 8,484 8,640 156 1.8% 8,544
High 8,647 8,797 150 1.7% 8,619
Low 8,441 8,623 182 2.2% 8,334
Close 8,640 8,727 87 1.0% 8,472
Range 206 174 -32 -15.5% 285
ATR 327 316 -11 -3.3% 0
Volume 64,376 86,000 21,624 33.6% 448,952
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,238 9,156 8,823
R3 9,064 8,982 8,775
R2 8,890 8,890 8,759
R1 8,808 8,808 8,743 8,849
PP 8,716 8,716 8,716 8,736
S1 8,634 8,634 8,711 8,675
S2 8,542 8,542 8,695
S3 8,368 8,460 8,679
S4 8,194 8,286 8,631
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 8,797 8,308 489 5.6% 154 1.8% 86% True False 62,586
10 8,940 8,308 632 7.2% 220 2.5% 66% False False 117,465
20 9,005 8,100 905 10.4% 297 3.4% 69% False False 86,490
40 9,612 7,398 2,214 25.4% 395 4.5% 60% False False 43,413
60 10,139 7,398 2,741 31.4% 486 5.6% 48% False False 29,061
80 11,542 7,398 4,144 47.5% 462 5.3% 32% False False 21,822
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 50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,537
2.618 9,253
1.618 9,079
1.000 8,971
0.618 8,905
HIGH 8,797
0.618 8,731
0.500 8,710
0.382 8,690
LOW 8,623
0.618 8,516
1.000 8,449
1.618 8,342
2.618 8,168
4.250 7,884
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 8,721 8,669
PP 8,716 8,611
S1 8,710 8,553

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

View Archives - Comment on this page... - Back to Index of Symbols