mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 6,480 6,865 385 5.9% 7,015
High 6,878 7,132 254 3.7% 7,015
Low 6,466 6,779 313 4.8% 6,416
Close 6,840 7,116 276 4.0% 6,626
Range 412 353 -59 -14.3% 599
ATR 260 266 7 2.6% 0
Volume 1,654 6,676 5,022 303.6% 3,707
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,068 7,945 7,310
R3 7,715 7,592 7,213
R2 7,362 7,362 7,181
R1 7,239 7,239 7,148 7,301
PP 7,009 7,009 7,009 7,040
S1 6,886 6,886 7,084 6,948
S2 6,656 6,656 7,051
S3 6,303 6,533 7,019
S4 5,950 6,180 6,922
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,483 8,153 6,956
R3 7,884 7,554 6,791
R2 7,285 7,285 6,736
R1 6,955 6,955 6,681 6,821
PP 6,686 6,686 6,686 6,618
S1 6,356 6,356 6,571 6,222
S2 6,087 6,087 6,516
S3 5,488 5,757 6,461
S4 4,889 5,158 6,297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,132 6,416 716 10.1% 316 4.4% 98% True False 2,322
10 7,347 6,416 931 13.1% 288 4.0% 75% False False 1,381
20 7,920 6,416 1,504 21.1% 258 3.6% 47% False False 803
40 8,341 6,416 1,925 27.1% 250 3.5% 36% False False 422
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 54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,632
2.618 8,056
1.618 7,703
1.000 7,485
0.618 7,350
HIGH 7,132
0.618 6,997
0.500 6,956
0.382 6,914
LOW 6,779
0.618 6,561
1.000 6,426
1.618 6,208
2.618 5,855
4.250 5,279
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 7,063 7,010
PP 7,009 6,903
S1 6,956 6,797

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

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