mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 6,784 6,673 -111 -1.6% 7,367
High 6,877 6,972 95 1.4% 7,497
Low 6,662 6,604 -58 -0.9% 7,012
Close 6,669 6,830 161 2.4% 7,052
Range 215 368 153 71.2% 485
ATR 254 262 8 3.2% 0
Volume 251,087 235,446 -15,641 -6.2% 1,219,658
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 7,906 7,736 7,033
R3 7,538 7,368 6,931
R2 7,170 7,170 6,898
R1 7,000 7,000 6,864 7,085
PP 6,802 6,802 6,802 6,845
S1 6,632 6,632 6,796 6,717
S2 6,434 6,434 6,763
S3 6,066 6,264 6,729
S4 5,698 5,896 6,628
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 8,642 8,332 7,319
R3 8,157 7,847 7,186
R2 7,672 7,672 7,141
R1 7,362 7,362 7,097 7,275
PP 7,187 7,187 7,187 7,143
S1 6,877 6,877 7,008 6,790
S2 6,702 6,702 6,963
S3 6,217 6,392 6,919
S4 5,732 5,907 6,785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,393 6,604 789 11.6% 264 3.9% 29% False True 241,749
10 7,616 6,604 1,012 14.8% 268 3.9% 22% False True 237,339
20 8,280 6,604 1,676 24.5% 256 3.7% 13% False True 224,107
40 9,048 6,604 2,444 35.8% 256 3.8% 9% False True 206,642
60 9,048 6,604 2,444 35.8% 265 3.9% 9% False True 169,163
80 9,167 6,604 2,563 37.5% 320 4.7% 9% False True 126,969
100 9,894 6,604 3,290 48.2% 386 5.6% 7% False True 101,632
120 11,540 6,604 4,936 72.3% 394 5.8% 5% False True 84,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 57
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8,536
2.618 7,936
1.618 7,568
1.000 7,340
0.618 7,200
HIGH 6,972
0.618 6,832
0.500 6,788
0.382 6,745
LOW 6,604
0.618 6,377
1.000 6,236
1.618 6,009
2.618 5,641
4.250 5,040
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 6,816 6,829
PP 6,802 6,828
S1 6,788 6,827

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

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