mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 7,228 7,710 482 6.7% 7,155
High 7,747 7,743 -4 -0.1% 7,520
Low 7,225 7,587 362 5.0% 7,115
Close 7,712 7,620 -92 -1.2% 7,215
Range 522 156 -366 -70.1% 405
ATR 271 263 -8 -3.0% 0
Volume 161,296 194,407 33,111 20.5% 1,024,259
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,118 8,025 7,706
R3 7,962 7,869 7,663
R2 7,806 7,806 7,649
R1 7,713 7,713 7,634 7,682
PP 7,650 7,650 7,650 7,634
S1 7,557 7,557 7,606 7,526
S2 7,494 7,494 7,592
S3 7,338 7,401 7,577
S4 7,182 7,245 7,534
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 7,199 548 7.2% 281 3.7% 77% False False 199,729
10 7,747 6,466 1,281 16.8% 278 3.6% 90% False False 151,197
20 7,747 6,416 1,331 17.5% 270 3.5% 90% False False 75,909
40 8,312 6,416 1,896 24.9% 245 3.2% 64% False False 38,007
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 57
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8,406
2.618 8,152
1.618 7,996
1.000 7,899
0.618 7,840
HIGH 7,743
0.618 7,684
0.500 7,665
0.382 7,647
LOW 7,587
0.618 7,491
1.000 7,431
1.618 7,335
2.618 7,179
4.250 6,924
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 7,665 7,571
PP 7,650 7,522
S1 7,635 7,473

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

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