mini-sized Dow ($5) Future March 2009

Trading Metrics calculated at close of trading on 12-Jan-2009

Day Change Summary
	Previous	Current
	09-Jan-2009	12-Jan-2009	Change	Change %	Previous Week
Open	8,704	8,540	-164	-1.9%	8,940
High	8,749	8,548	-201	-2.3%	9,048
Low	8,511	8,370	-141	-1.7%	8,511
Close	8,523	8,444	-79	-0.9%	8,523
Range	238	178	-60	-25.2%	537
ATR	280	272	-7	-2.6%	0
Volume	159,156	156,723	-2,433	-1.5%	710,940

Daily Pivots for day following 12-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,988	8,894	8,542
R3	8,810	8,716	8,493
R2	8,632	8,632	8,477
R1	8,538	8,538	8,460	8,496
PP	8,454	8,454	8,454	8,433
S1	8,360	8,360	8,428	8,318
S2	8,276	8,276	8,411
S3	8,098	8,182	8,395
S4	7,920	8,004	8,346

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	8,370	678	8.0%	203	2.4%	11%	False	True	155,754
10	9,048	8,308	740	8.8%	206	2.4%	18%	False	False	110,445
20	9,048	8,191	857	10.1%	242	2.9%	30%	False	False	132,637
40	9,048	7,398	1,650	19.5%	353	4.2%	63%	False	False	66,741
60	9,612	7,398	2,214	26.2%	412	4.9%	47%	False	False	44,547
80	11,540	7,398	4,142	49.1%	458	5.4%	25%	False	False	33,500

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	False
Bear Hook	False
Bull Hook	False
Stretch	28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,305
2.618	9,014
1.618	8,836
1.000	8,726
0.618	8,658
HIGH	8,548
0.618	8,480
0.500	8,459
0.382	8,438
LOW	8,370
0.618	8,260
1.000	8,192
1.618	8,082
2.618	7,904
4.250	7,614

Fisher Pivots for day following 12-Jan-2009
Pivot	1 day	3 day
R1	8,459	8,564
PP	8,454	8,524
S1	8,449	8,484

Download as Excel Spreadsheet

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

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