mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 8,918 8,945 27 0.3% 8,463
High 9,048 8,959 -89 -1.0% 9,019
Low 8,889 8,672 -217 -2.4% 8,308
Close 8,950 8,744 -206 -2.3% 8,958
Range 159 287 128 80.5% 711
ATR 293 293 0 -0.2% 0
Volume 138,299 163,446 25,147 18.2% 236,793
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,653 9,485 8,902
R3 9,366 9,198 8,823
R2 9,079 9,079 8,797
R1 8,911 8,911 8,770 8,852
PP 8,792 8,792 8,792 8,762
S1 8,624 8,624 8,718 8,565
S2 8,505 8,505 8,692
S3 8,218 8,337 8,665
S4 7,931 8,050 8,586
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 8,623 425 4.9% 215 2.5% 28% False False 108,669
10 9,048 8,308 740 8.5% 189 2.2% 59% False False 90,421
20 9,048 8,191 857 9.8% 254 2.9% 65% False False 109,214
40 9,167 7,398 1,769 20.2% 374 4.3% 76% False False 54,831
60 9,894 7,398 2,496 28.5% 447 5.1% 54% False False 36,623
80 11,540 7,398 4,142 47.4% 464 5.3% 32% False False 27,539
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 30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,179
2.618 9,710
1.618 9,423
1.000 9,246
0.618 9,136
HIGH 8,959
0.618 8,849
0.500 8,816
0.382 8,782
LOW 8,672
0.618 8,495
1.000 8,385
1.618 8,208
2.618 7,921
4.250 7,452
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 8,816 8,860
PP 8,792 8,821
S1 8,768 8,783

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

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