mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 7,409 7,491 82 1.1% 6,681
High 7,575 7,573 -2 0.0% 7,250
Low 7,258 7,369 111 1.5% 6,506
Close 7,498 7,411 -87 -1.2% 7,232
Range 317 204 -113 -35.6% 744
ATR 263 259 -4 -1.6% 0
Volume 28,376 27,592 -784 -2.8% 1,065,628
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,063 7,941 7,523
R3 7,859 7,737 7,467
R2 7,655 7,655 7,449
R1 7,533 7,533 7,430 7,492
PP 7,451 7,451 7,451 7,431
S1 7,329 7,329 7,392 7,288
S2 7,247 7,247 7,374
S3 7,043 7,125 7,355
S4 6,839 6,921 7,299
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 9,228 8,974 7,641
R3 8,484 8,230 7,437
R2 7,740 7,740 7,369
R1 7,486 7,486 7,300 7,613
PP 6,996 6,996 6,996 7,060
S1 6,742 6,742 7,164 6,869
S2 6,252 6,252 7,096
S3 5,508 5,998 7,028
S4 4,764 5,254 6,823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,575 7,106 469 6.3% 225 3.0% 65% False False 51,455
10 7,575 6,460 1,115 15.0% 256 3.5% 85% False False 146,664
20 7,575 6,460 1,115 15.0% 269 3.6% 85% False False 192,094
40 8,359 6,460 1,899 25.6% 255 3.4% 50% False False 199,112
60 9,048 6,460 2,588 34.9% 248 3.3% 37% False False 179,021
80 9,048 6,460 2,588 34.9% 285 3.8% 37% False False 148,193
100 9,612 6,460 3,152 42.5% 332 4.5% 30% False False 118,600
120 11,200 6,460 4,740 64.0% 386 5.2% 20% False False 98,895
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 8,440
2.618 8,107
1.618 7,903
1.000 7,777
0.618 7,699
HIGH 7,573
0.618 7,495
0.500 7,471
0.382 7,447
LOW 7,369
0.618 7,243
1.000 7,165
1.618 7,039
2.618 6,835
4.250 6,502
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 7,471 7,399
PP 7,451 7,386
S1 7,431 7,374

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

View Archives - Comment on this page... - Back to Index of Symbols