mini-sized Dow ($5) Future June 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 7,846 7,732 -114 -1.5% 7,228
High 7,868 7,756 -112 -1.4% 7,880
Low 7,677 7,381 -296 -3.9% 7,225
Close 7,762 7,480 -282 -3.6% 7,762
Range 191 375 184 96.3% 655
ATR 258 267 9 3.4% 0
Volume 229,949 169,459 -60,490 -26.3% 1,006,636
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,664 8,447 7,686
R3 8,289 8,072 7,583
R2 7,914 7,914 7,549
R1 7,697 7,697 7,515 7,618
PP 7,539 7,539 7,539 7,500
S1 7,322 7,322 7,446 7,243
S2 7,164 7,164 7,411
S3 6,789 6,947 7,377
S4 6,414 6,572 7,274
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 7,381 499 6.7% 250 3.3% 20% False True 202,959
10 7,880 7,119 761 10.2% 274 3.7% 47% False False 201,599
20 7,880 6,416 1,464 19.6% 279 3.7% 73% False False 116,863
40 8,235 6,416 1,819 24.3% 252 3.4% 58% False False 58,514
60 9,000 6,416 2,584 34.5% 243 3.2% 41% False False 39,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 55
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,350
2.618 8,738
1.618 8,363
1.000 8,131
0.618 7,988
HIGH 7,756
0.618 7,613
0.500 7,569
0.382 7,524
LOW 7,381
0.618 7,149
1.000 7,006
1.618 6,774
2.618 6,399
4.250 5,787
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 7,569 7,631
PP 7,539 7,580
S1 7,510 7,530

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

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