mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 8,940 8,918 -22 -0.2% 8,463
High 8,990 9,048 58 0.6% 9,019
Low 8,841 8,889 48 0.5% 8,308
Close 8,918 8,950 32 0.4% 8,958
Range 149 159 10 6.7% 711
ATR 304 293 -10 -3.4% 0
Volume 88,889 138,299 49,410 55.6% 236,793
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,439 9,354 9,038
R3 9,280 9,195 8,994
R2 9,121 9,121 8,979
R1 9,036 9,036 8,965 9,079
PP 8,962 8,962 8,962 8,984
S1 8,877 8,877 8,936 8,920
S2 8,803 8,803 8,921
S3 8,644 8,718 8,906
S4 8,485 8,559 8,863
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 9,048 8,441 607 6.8% 199 2.2% 84% True False 88,855
10 9,048 8,308 740 8.3% 189 2.1% 87% True False 91,293
20 9,048 8,191 857 9.6% 262 2.9% 89% True False 101,086
40 9,167 7,398 1,769 19.8% 374 4.2% 88% False False 50,751
60 9,894 7,398 2,496 27.9% 459 5.1% 62% False False 33,915
80 11,540 7,398 4,142 46.3% 462 5.2% 37% False False 25,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,724
2.618 9,464
1.618 9,305
1.000 9,207
0.618 9,146
HIGH 9,048
0.618 8,987
0.500 8,969
0.382 8,950
LOW 8,889
0.618 8,791
1.000 8,730
1.618 8,632
2.618 8,473
4.250 8,213
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 8,969 8,927
PP 8,962 8,904
S1 8,956 8,882

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

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