mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 7,345 7,228 -117 -1.6% 7,155
High 7,402 7,747 345 4.7% 7,520
Low 7,199 7,225 26 0.4% 7,115
Close 7,215 7,712 497 6.9% 7,215
Range 203 522 319 157.1% 405
ATR 251 271 20 8.0% 0
Volume 205,650 161,296 -44,354 -21.6% 1,024,259
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 9,127 8,942 7,999
R3 8,605 8,420 7,856
R2 8,083 8,083 7,808
R1 7,898 7,898 7,760 7,991
PP 7,561 7,561 7,561 7,608
S1 7,376 7,376 7,664 7,469
S2 7,039 7,039 7,616
S3 6,517 6,854 7,569
S4 5,995 6,332 7,425
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,498 8,262 7,438
R3 8,093 7,857 7,327
R2 7,688 7,688 7,289
R1 7,452 7,452 7,252 7,570
PP 7,283 7,283 7,283 7,343
S1 7,047 7,047 7,178 7,165
S2 6,878 6,878 7,141
S3 6,473 6,642 7,104
S4 6,068 6,237 6,992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,747 7,119 628 8.1% 299 3.9% 94% True False 200,239
10 7,747 6,461 1,286 16.7% 283 3.7% 97% True False 131,876
20 7,747 6,416 1,331 17.3% 282 3.7% 97% True False 66,209
40 8,312 6,416 1,896 24.6% 248 3.2% 68% False False 33,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 9,966
2.618 9,114
1.618 8,592
1.000 8,269
0.618 8,070
HIGH 7,747
0.618 7,548
0.500 7,486
0.382 7,425
LOW 7,225
0.618 6,903
1.000 6,703
1.618 6,381
2.618 5,859
4.250 5,007
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 7,637 7,632
PP 7,561 7,553
S1 7,486 7,473

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

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