mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 8,060 8,100 40 0.5% 8,269
High 8,176 8,359 183 2.2% 8,392
Low 8,031 8,079 48 0.6% 7,852
Close 8,093 8,322 229 2.8% 7,973
Range 145 280 135 93.1% 540
ATR 283 282 0 -0.1% 0
Volume 209,673 187,270 -22,403 -10.7% 894,698
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,093 8,988 8,476
R3 8,813 8,708 8,399
R2 8,533 8,533 8,373
R1 8,428 8,428 8,348 8,481
PP 8,253 8,253 8,253 8,280
S1 8,148 8,148 8,296 8,201
S2 7,973 7,973 8,271
S3 7,693 7,868 8,245
S4 7,413 7,588 8,168
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 8,359 7,852 507 6.1% 263 3.2% 93% True False 216,861
10 8,464 7,852 612 7.4% 308 3.7% 77% False False 217,415
20 9,048 7,852 1,196 14.4% 255 3.1% 39% False False 169,622
40 9,048 7,852 1,196 14.4% 291 3.5% 39% False False 124,315
60 9,612 7,398 2,214 26.6% 351 4.2% 42% False False 82,982
80 10,810 7,398 3,412 41.0% 439 5.3% 27% False False 62,327
100 11,542 7,398 4,144 49.8% 420 5.0% 22% False False 49,879
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 66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,549
2.618 9,092
1.618 8,812
1.000 8,639
0.618 8,532
HIGH 8,359
0.618 8,252
0.500 8,219
0.382 8,186
LOW 8,079
0.618 7,906
1.000 7,799
1.618 7,626
2.618 7,346
4.250 6,889
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 8,288 8,253
PP 8,253 8,184
S1 8,219 8,116

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

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