mini-sized Dow ($5) Future March 2009
Trading Metrics calculated at close of trading on 28-Oct-2008
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.20)
Moving Averages
Buy
+0.33
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Strong Sell
-1.00
Relative Volume (20d): 0.31x
ATR(14) %: 7.6%
20-Day Historical Volatility: 0.8%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-13.3%
3-Month (63d)
—
6-Month (126d)
—
1-Year (252d)
—
Year-To-Date (YTD)
-21.2%
52-Week Range
52W Low: 7,935 (14.4%)
Position (29%)
52W High: 11,818 (23.2%)
Daily Pivots for day following 28-Oct-2008
Weekly Pivots for week ending 24-Oct-2008
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 13,849 |
| 2.618 | 12,020 |
| 1.618 | 10,899 |
| 1.000 | 10,206 |
| 0.618 | 9,778 |
| HIGH | 9,085 |
| 0.618 | 8,657 |
| 0.500 | 8,525 |
| 0.382 | 8,392 |
| LOW | 7,964 |
| 0.618 | 7,271 |
| 1.000 | 6,843 |
| 1.618 | 6,150 |
| 2.618 | 5,029 |
| 4.250 | 3,200 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 10,902 |
| 38.2% | 10,335 |
| 50.0% | 9,877 |
| 61.8% | 9,418 |
| 78.6% | 8,766 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 8,530 | 549 | 6.4% | Above |
| 10-Day SMA | 8,723 | 356 | 4.1% | Above |
| 20-Day SMA | 9,180 | -101 | -1.1% | Below |
| 50-Day SMA | Insufficient data | |||
| 100-Day SMA | Insufficient data | |||
| 200-Day SMA | Insufficient data | |||
Bollinger Bands (20, 2):
Upper: 10,700
Middle: 9,180
Lower: 7,659
Bandwidth: 33.1%
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral46.25
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-599.49
Signal: -631.86 · Hist: 32.38Stochastic (14, 3)
Neutral%K: 58.40
%D: 25.43StochRSI (14)
Neutral%K: 75.02
%D: 73.03ADX (14) & Trend
Weakening44.82
+DI: 14.60 · -DI: 28.50CCI (20)
Neutral-54.52
Range -100 to +100Williams %R (14)
Neutral-41.60
Range -100 to 0Ultimate Oscillator
Neutral55.09
Periods: 7, 14, 28ROC (12)
Bullish8.30%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral180.92
Bull: 180.92 · Bear: -940.08High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 9,103 | 7,945 | 1,158 | 12.8% | 764 | 8.4% | 98% | False | False | 157 |
| 10 | 9,393 | 7,945 | 1,448 | 15.9% | 701 | 7.7% | 78% | False | False | 151 |
| 20 | 10,924 | 7,935 | 2,989 | 32.9% | 699 | 7.7% | 38% | False | False | 356 |
| 40 | 11,545 | 7,935 | 3,610 | 39.8% | 512 | 5.6% | 32% | False | False | 215 |