mini-sized Dow ($5) Future March 2009

Trading Metrics calculated at close of trading on 09-Jan-2009

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	8,745	8,704	-41	-0.5%	8,940
High	8,758	8,749	-9	-0.1%	9,048
Low	8,604	8,511	-93	-1.1%	8,511
Close	8,696	8,523	-173	-2.0%	8,523
Range	154	238	84	54.5%	537
ATR	283	280	-3	-1.1%	0
Volume	161,150	159,156	-1,994	-1.2%	710,940

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,308	9,154	8,654
R3	9,070	8,916	8,589
R2	8,832	8,832	8,567
R1	8,678	8,678	8,545	8,636
PP	8,594	8,594	8,594	8,574
S1	8,440	8,440	8,501	8,398
S2	8,356	8,356	8,479
S3	8,118	8,202	8,458
S4	7,880	7,964	8,392

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,305	9,951	8,818
R3	9,768	9,414	8,671
R2	9,231	9,231	8,622
R1	8,877	8,877	8,572	8,786
PP	8,694	8,694	8,694	8,648
S1	8,340	8,340	8,474	8,249
S2	8,157	8,157	8,425
S3	7,620	7,803	8,375
S4	7,083	7,266	8,228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,048	8,511	537	6.3%	198	2.3%	2%	False	True	142,188
10	9,048	8,308	740	8.7%	196	2.3%	29%	False	False	97,560
20	9,048	8,191	857	10.1%	248	2.9%	39%	False	False	125,091
40	9,048	7,398	1,650	19.4%	362	4.2%	68%	False	False	62,828
60	9,612	7,398	2,214	26.0%	424	5.0%	51%	False	False	41,940
80	11,540	7,398	4,142	48.6%	462	5.4%	27%	False	False	31,542

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	29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,761
2.618	9,372
1.618	9,134
1.000	8,987
0.618	8,896
HIGH	8,749
0.618	8,658
0.500	8,630
0.382	8,602
LOW	8,511
0.618	8,364
1.000	8,273
1.618	8,126
2.618	7,888
4.250	7,500

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	8,630	8,735
PP	8,594	8,664
S1	8,559	8,594

Download as Excel Spreadsheet

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

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