mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 6,673 6,836 163 2.4% 7,367
High 6,972 6,861 -111 -1.6% 7,497
Low 6,604 6,534 -70 -1.1% 7,012
Close 6,830 6,631 -199 -2.9% 7,052
Range 368 327 -41 -11.1% 485
ATR 262 267 5 1.8% 0
Volume 235,446 234,312 -1,134 -0.5% 1,219,658
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 7,656 7,471 6,811
R3 7,329 7,144 6,721
R2 7,002 7,002 6,691
R1 6,817 6,817 6,661 6,746
PP 6,675 6,675 6,675 6,640
S1 6,490 6,490 6,601 6,419
S2 6,348 6,348 6,571
S3 6,021 6,163 6,541
S4 5,694 5,836 6,451
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 7,205 6,534 671 10.1% 283 4.3% 14% False True 234,093
10 7,497 6,534 963 14.5% 281 4.2% 10% False True 237,523
20 8,280 6,534 1,746 26.3% 260 3.9% 6% False True 226,894
40 8,959 6,534 2,425 36.6% 261 3.9% 4% False True 209,043
60 9,048 6,534 2,514 37.9% 261 3.9% 4% False True 173,057
80 9,167 6,534 2,633 39.7% 317 4.8% 4% False True 129,897
100 9,894 6,534 3,360 50.7% 380 5.7% 3% False True 103,966
120 11,540 6,534 5,006 75.5% 395 5.9% 2% False True 86,678
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 53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,251
2.618 7,717
1.618 7,390
1.000 7,188
0.618 7,063
HIGH 6,861
0.618 6,736
0.500 6,698
0.382 6,659
LOW 6,534
0.618 6,332
1.000 6,207
1.618 6,005
2.618 5,678
4.250 5,144
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 6,698 6,753
PP 6,675 6,712
S1 6,653 6,672

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

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