mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 7,621 7,675 54 0.7% 7,155
High 7,809 7,880 71 0.9% 7,520
Low 7,492 7,670 178 2.4% 7,115
Close 7,680 7,849 169 2.2% 7,215
Range 317 210 -107 -33.8% 405
ATR 267 263 -4 -1.5% 0
Volume 183,040 237,944 54,904 30.0% 1,024,259
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,430 8,349 7,965
R3 8,220 8,139 7,907
R2 8,010 8,010 7,888
R1 7,929 7,929 7,868 7,970
PP 7,800 7,800 7,800 7,820
S1 7,719 7,719 7,830 7,760
S2 7,590 7,590 7,811
S3 7,380 7,509 7,791
S4 7,170 7,299 7,734
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 7,880 7,199 681 8.7% 282 3.6% 95% True False 196,467
10 7,880 7,053 827 10.5% 254 3.2% 96% True False 192,462
20 7,880 6,416 1,464 18.7% 271 3.5% 98% True False 96,922
40 8,235 6,416 1,819 23.2% 248 3.2% 79% False False 48,530
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 61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,773
2.618 8,430
1.618 8,220
1.000 8,090
0.618 8,010
HIGH 7,880
0.618 7,800
0.500 7,775
0.382 7,750
LOW 7,670
0.618 7,540
1.000 7,460
1.618 7,330
2.618 7,120
4.250 6,778
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 7,824 7,795
PP 7,800 7,740
S1 7,775 7,686

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

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