mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 8,718 8,940 222 2.5% 8,463
High 9,019 8,990 -29 -0.3% 9,019
Low 8,715 8,841 126 1.4% 8,308
Close 8,958 8,918 -40 -0.4% 8,958
Range 304 149 -155 -51.0% 711
ATR 316 304 -12 -3.8% 0
Volume 66,711 88,889 22,178 33.2% 236,793
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,363 9,290 9,000
R3 9,214 9,141 8,959
R2 9,065 9,065 8,945
R1 8,992 8,992 8,932 8,954
PP 8,916 8,916 8,916 8,898
S1 8,843 8,843 8,904 8,805
S2 8,767 8,767 8,891
S3 8,618 8,694 8,877
S4 8,469 8,545 8,836
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 10,895 10,637 9,349
R3 10,184 9,926 9,154
R2 9,473 9,473 9,088
R1 9,215 9,215 9,023 9,344
PP 8,762 8,762 8,762 8,826
S1 8,504 8,504 8,893 8,633
S2 8,051 8,051 8,828
S3 7,340 7,793 8,763
S4 6,629 7,082 8,567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,019 8,308 711 8.0% 208 2.3% 86% False False 65,136
10 9,019 8,308 711 8.0% 202 2.3% 86% False False 95,249
20 9,019 8,100 919 10.3% 282 3.2% 89% False False 94,205
40 9,167 7,398 1,769 19.8% 384 4.3% 86% False False 47,296
60 9,894 7,398 2,496 28.0% 472 5.3% 61% False False 31,625
80 11,540 7,398 4,142 46.4% 463 5.2% 37% False False 23,767
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,623
2.618 9,380
1.618 9,231
1.000 9,139
0.618 9,082
HIGH 8,990
0.618 8,933
0.500 8,916
0.382 8,898
LOW 8,841
0.618 8,749
1.000 8,692
1.618 8,600
2.618 8,451
4.250 8,208
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 8,917 8,886
PP 8,916 8,853
S1 8,916 8,821

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

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