mini-sized Dow ($5) Future June 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	7,675	7,846	171	2.2%	7,228
High	7,880	7,868	-12	-0.2%	7,880
Low	7,670	7,677	7	0.1%	7,225
Close	7,849	7,762	-87	-1.1%	7,762
Range	210	191	-19	-9.0%	655
ATR	263	258	-5	-2.0%	0
Volume	237,944	229,949	-7,995	-3.4%	1,006,636

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	8,342	8,243	7,867
R3	8,151	8,052	7,815
R2	7,960	7,960	7,797
R1	7,861	7,861	7,780	7,815
PP	7,769	7,769	7,769	7,746
S1	7,670	7,670	7,745	7,624
S2	7,578	7,578	7,727
S3	7,387	7,479	7,710
S4	7,196	7,288	7,657

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,587	9,330	8,122
R3	8,932	8,675	7,942
R2	8,277	8,277	7,882
R1	8,020	8,020	7,822	8,149
PP	7,622	7,622	7,622	7,687
S1	7,365	7,365	7,702	7,494
S2	6,967	6,967	7,642
S3	6,312	6,710	7,582
S4	5,657	6,055	7,402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,880	7,225	655	8.4%	279	3.6%	82%	False	False	201,327
10	7,880	7,115	765	9.9%	259	3.3%	85%	False	False	203,089
20	7,880	6,416	1,464	18.9%	269	3.5%	92%	False	False	108,402
40	8,235	6,416	1,819	23.4%	249	3.2%	74%	False	False	54,278
60	9,000	6,416	2,584	33.3%	241	3.1%	52%	False	False	36,195

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,680
2.618	8,368
1.618	8,177
1.000	8,059
0.618	7,986
HIGH	7,868
0.618	7,795
0.500	7,773
0.382	7,750
LOW	7,677
0.618	7,559
1.000	7,486
1.618	7,368
2.618	7,177
4.250	6,865

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	7,773	7,737
PP	7,769	7,711
S1	7,766	7,686

Download as Excel Spreadsheet

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

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