mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 6,523 6,879 356 5.5% 7,043
High 6,928 7,015 87 1.3% 7,050
Low 6,506 6,847 341 5.2% 6,460
Close 6,887 6,914 27 0.4% 6,674
Range 422 168 -254 -60.2% 590
ATR 275 267 -8 -2.8% 0
Volume 226,019 240,334 14,315 6.3% 1,211,789
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 7,429 7,340 7,007
R3 7,261 7,172 6,960
R2 7,093 7,093 6,945
R1 7,004 7,004 6,930 7,049
PP 6,925 6,925 6,925 6,948
S1 6,836 6,836 6,899 6,881
S2 6,757 6,757 6,883
S3 6,589 6,668 6,868
S4 6,421 6,500 6,822
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,498 8,176 6,999
R3 7,908 7,586 6,836
R2 7,318 7,318 6,782
R1 6,996 6,996 6,728 6,862
PP 6,728 6,728 6,728 6,661
S1 6,406 6,406 6,620 6,272
S2 6,138 6,138 6,566
S3 5,548 5,816 6,512
S4 4,958 5,226 6,350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,015 6,460 555 8.0% 282 4.1% 82% True False 244,280
10 7,393 6,460 933 13.5% 273 3.9% 49% False False 243,015
20 7,965 6,460 1,505 21.8% 256 3.7% 30% False False 236,770
40 8,487 6,460 2,027 29.3% 266 3.8% 22% False False 217,708
60 9,048 6,460 2,588 37.4% 258 3.7% 18% False False 189,351
80 9,048 6,460 2,588 37.4% 310 4.5% 18% False False 142,225
100 9,612 6,460 3,152 45.6% 354 5.1% 14% False False 113,811
120 11,540 6,460 5,080 73.5% 394 5.7% 9% False False 94,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 49
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 7,729
2.618 7,455
1.618 7,287
1.000 7,183
0.618 7,119
HIGH 7,015
0.618 6,951
0.500 6,931
0.382 6,911
LOW 6,847
0.618 6,743
1.000 6,679
1.618 6,575
2.618 6,407
4.250 6,133
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 6,931 6,863
PP 6,925 6,812
S1 6,920 6,761

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

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