mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 7,174 7,354 180 2.5% 6,625
High 7,364 7,520 156 2.1% 7,197
Low 7,119 7,204 85 1.2% 6,461
Close 7,354 7,443 89 1.2% 7,179
Range 245 316 71 29.0% 736
ATR 254 259 4 1.7% 0
Volume 196,954 178,793 -18,161 -9.2% 133,213
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,337 8,206 7,617
R3 8,021 7,890 7,530
R2 7,705 7,705 7,501
R1 7,574 7,574 7,472 7,640
PP 7,389 7,389 7,389 7,422
S1 7,258 7,258 7,414 7,324
S2 7,073 7,073 7,385
S3 6,757 6,942 7,356
S4 6,441 6,626 7,269
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 9,154 8,902 7,584
R3 8,418 8,166 7,382
R2 7,682 7,682 7,314
R1 7,430 7,430 7,247 7,556
PP 6,946 6,946 6,946 7,009
S1 6,694 6,694 7,112 6,820
S2 6,210 6,210 7,044
S3 5,474 5,958 6,977
S4 4,738 5,222 6,774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,520 6,779 741 10.0% 256 3.4% 90% True False 138,092
10 7,520 6,416 1,104 14.8% 287 3.9% 93% True False 69,593
20 7,571 6,416 1,155 15.5% 264 3.5% 89% False False 34,967
40 8,312 6,416 1,896 25.5% 246 3.3% 54% False False 17,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 66
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,863
2.618 8,347
1.618 8,031
1.000 7,836
0.618 7,715
HIGH 7,520
0.618 7,399
0.500 7,362
0.382 7,325
LOW 7,204
0.618 7,009
1.000 6,888
1.618 6,693
2.618 6,377
4.250 5,861
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 7,416 7,401
PP 7,389 7,359
S1 7,362 7,318

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

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