mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 7,981 8,060 79 1.0% 8,269
High 8,182 8,176 -6 -0.1% 8,392
Low 7,872 8,031 159 2.0% 7,852
Close 8,037 8,093 56 0.7% 7,973
Range 310 145 -165 -53.2% 540
ATR 293 283 -11 -3.6% 0
Volume 237,731 209,673 -28,058 -11.8% 894,698
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 8,535 8,459 8,173
R3 8,390 8,314 8,133
R2 8,245 8,245 8,120
R1 8,169 8,169 8,106 8,207
PP 8,100 8,100 8,100 8,119
S1 8,024 8,024 8,080 8,062
S2 7,955 7,955 8,067
S3 7,810 7,879 8,053
S4 7,665 7,734 8,013
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,692 9,373 8,270
R3 9,152 8,833 8,122
R2 8,612 8,612 8,072
R1 8,293 8,293 8,023 8,183
PP 8,072 8,072 8,072 8,017
S1 7,753 7,753 7,924 7,643
S2 7,532 7,532 7,874
S3 6,992 7,213 7,825
S4 6,452 6,673 7,676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,230 7,852 378 4.7% 269 3.3% 64% False False 226,277
10 8,487 7,852 635 7.8% 296 3.7% 38% False False 212,043
20 9,048 7,852 1,196 14.8% 251 3.1% 20% False False 161,244
40 9,048 7,852 1,196 14.8% 290 3.6% 20% False False 119,637
60 9,612 7,398 2,214 27.4% 352 4.3% 31% False False 79,866
80 10,924 7,398 3,526 43.6% 442 5.5% 20% False False 59,988
100 11,542 7,398 4,144 51.2% 420 5.2% 17% False False 48,006
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 69
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 8,792
2.618 8,556
1.618 8,411
1.000 8,321
0.618 8,266
HIGH 8,176
0.618 8,121
0.500 8,104
0.382 8,087
LOW 8,031
0.618 7,942
1.000 7,886
1.618 7,797
2.618 7,652
4.250 7,415
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 8,104 8,068
PP 8,100 8,042
S1 8,097 8,017

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

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