mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 8,269 7,949 -320 -3.9% 8,540
High 8,392 8,196 -196 -2.3% 8,548
Low 7,871 7,888 17 0.2% 7,945
Close 7,945 8,178 233 2.9% 8,243
Range 521 308 -213 -40.9% 603
ATR 291 293 1 0.4% 0
Volume 210,713 234,352 23,639 11.2% 935,059
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,011 8,903 8,348
R3 8,703 8,595 8,263
R2 8,395 8,395 8,235
R1 8,287 8,287 8,206 8,341
PP 8,087 8,087 8,087 8,115
S1 7,979 7,979 8,150 8,033
S2 7,779 7,779 8,122
S3 7,471 7,671 8,093
S4 7,163 7,363 8,009
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 10,054 9,752 8,575
R3 9,451 9,149 8,409
R2 8,848 8,848 8,354
R1 8,546 8,546 8,298 8,396
PP 8,245 8,245 8,245 8,170
S1 7,943 7,943 8,188 7,793
S2 7,642 7,642 8,133
S3 7,039 7,340 8,077
S4 6,436 6,737 7,911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,464 7,871 593 7.3% 354 4.3% 52% False False 217,970
10 8,959 7,871 1,088 13.3% 279 3.4% 28% False False 186,387
20 9,048 7,871 1,177 14.4% 234 2.9% 26% False False 138,840
40 9,048 7,398 1,650 20.2% 316 3.9% 47% False False 97,273
60 9,612 7,398 2,214 27.1% 384 4.7% 35% False False 64,925
80 11,200 7,398 3,802 46.5% 452 5.5% 21% False False 48,787
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,505
2.618 9,002
1.618 8,694
1.000 8,504
0.618 8,386
HIGH 8,196
0.618 8,078
0.500 8,042
0.382 8,006
LOW 7,888
0.618 7,698
1.000 7,580
1.618 7,390
2.618 7,082
4.250 6,579
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 8,133 8,163
PP 8,087 8,147
S1 8,042 8,132

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

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