mini-sized Dow ($5) Future September 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	7,250	7,395	145	2.0%	6,431
High	7,429	7,430	1	0.0%	7,136
Low	7,250	7,310	60	0.8%	6,431
Close	7,408	7,321	-87	-1.2%	7,142
Range	179	120	-59	-33.0%	705
ATR
Volume	19	12	-7	-36.8%	78

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	7,714	7,637	7,387
R3	7,594	7,517	7,354
R2	7,474	7,474	7,343
R1	7,397	7,397	7,332	7,376
PP	7,354	7,354	7,354	7,343
S1	7,277	7,277	7,310	7,256
S2	7,234	7,234	7,299
S3	7,114	7,157	7,288
S4	6,994	7,037	7,255

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	9,018	8,785	7,530
R3	8,313	8,080	7,336
R2	7,608	7,608	7,271
R1	7,375	7,375	7,207	7,492
PP	6,903	6,903	6,903	6,961
S1	6,670	6,670	7,078	6,787
S2	6,198	6,198	7,013
S3	5,493	5,965	6,948
S4	4,788	5,260	6,754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,430	7,039	391	5.3%	138	1.9%	72%	True	False	7
10	7,430	6,415	1,015	13.9%	160	2.2%	89%	True	False	12

Crabel Price Patterns
NR	True
NR4	True
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	31
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,940
2.618	7,744
1.618	7,624
1.000	7,550
0.618	7,504
HIGH	7,430
0.618	7,384
0.500	7,370
0.382	7,356
LOW	7,310
0.618	7,236
1.000	7,190
1.618	7,116
2.618	6,996
4.250	6,800

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	7,370	7,304
PP	7,354	7,288
S1	7,337	7,271

Download as Excel Spreadsheet

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

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