mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 8,411 8,163 -248 -2.9% 8,940
High 8,464 8,242 -222 -2.6% 9,048
Low 8,087 7,945 -142 -1.8% 8,511
Close 8,159 8,162 3 0.0% 8,523
Range 377 297 -80 -21.2% 537
ATR 272 274 2 0.6% 0
Volume 179,861 202,766 22,905 12.7% 710,940
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,007 8,882 8,325
R3 8,710 8,585 8,244
R2 8,413 8,413 8,217
R1 8,288 8,288 8,189 8,202
PP 8,116 8,116 8,116 8,074
S1 7,991 7,991 8,135 7,905
S2 7,819 7,819 8,108
S3 7,522 7,694 8,080
S4 7,225 7,397 7,999
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 8,749 7,945 804 9.9% 250 3.1% 27% False True 166,411
10 9,048 7,945 1,103 13.5% 230 2.8% 20% False True 145,055
20 9,048 7,945 1,103 13.5% 225 2.8% 20% False True 131,260
40 9,048 7,398 1,650 20.2% 330 4.0% 46% False False 79,619
60 9,612 7,398 2,214 27.1% 393 4.8% 35% False False 53,144
80 11,200 7,398 3,802 46.6% 449 5.5% 20% False False 39,951
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 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,504
2.618 9,020
1.618 8,723
1.000 8,539
0.618 8,426
HIGH 8,242
0.618 8,129
0.500 8,094
0.382 8,059
LOW 7,945
0.618 7,762
1.000 7,648
1.618 7,465
2.618 7,168
4.250 6,683
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 8,139 8,216
PP 8,116 8,198
S1 8,094 8,180

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

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