mini-sized Dow ($5) Future March 2009

Trading Metrics calculated at close of trading on 29-Oct-2008

YMH09 began trading on 09/02/2008 and has 42 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 02/23/2009.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(+0.07)

Moving Averages

Buy

+0.33

Oscillators

Buy

+0.11

Price Levels

Neutral

0.00

Trend

Strong Sell

-1.00

Relative Volume (20d): 0.40x

ATR(14) %: 7.6%

20-Day Historical Volatility: 0.8%

Day Change Summary (OHLC)

	Previous	Current
Metric	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	7,972	9,044	1,072	13.4%	8,818
High	9,085	9,314	229	2.5%	9,315
Low	7,964	8,831	867	10.9%	8,037
Close	9,079	8,834	-245	-2.7%	8,253
Range	1,121	483	-638	-56.9%	1,278
ATR(14)	688	673	-15	-2.1%	658
Volume	111	141	30	27.0%	629

Multi-Period Performance

1-Month (21d)

-18.6%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-23.3%

52-Week Range

52W Low: 7,935 (11.3%)

Position (23%)

52W High: 11,818 (25.2%)

Daily Pivots for day following 29-Oct-2008

Level	Classic	Woodie	Camarilla	DeMark
R4	10,442	10,121	9,100
R3	9,959	9,638	8,967
R2	9,476	9,476	8,923
R1	9,155	9,155	8,878	9,074
PP	8,993	8,993	8,993	8,953
S1	8,672	8,672	8,790	8,591
S2	8,510	8,510	8,746
S3	8,027	8,189	8,701
S4	7,544	7,706	8,568

Weekly Pivots for week ending 24-Oct-2008

Level	Classic	Woodie	Camarilla	DeMark
R4	12,369	11,589	8,956
R3	11,091	10,311	8,605
R2	9,813	9,813	8,487
R1	9,033	9,033	8,370	8,784
PP	8,535	8,535	8,535	8,411
S1	7,755	7,755	8,136	7,506
S2	7,257	7,257	8,019
S3	5,979	6,477	7,902
S4	4,701	5,199	7,550

Fisher Pivots for day following 29-Oct-2008

Pivot	1 Day	3 Day
R1	9,073	8,766
PP	8,993	8,698
S1	8,914	8,630

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	11,367
2.618	10,579
1.618	10,096
1.000	9,797
0.618	9,613
HIGH	9,314
0.618	9,130
0.500	9,073
0.382	9,016
LOW	8,831
0.618	8,533
1.000	8,348
1.618	8,050
2.618	7,567
4.250	6,778

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	8,587	247	2.9%	Above
10-Day SMA	8,756	78	0.9%	Above
20-Day SMA	9,077	-243	-2.7%	Below
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 10,386

Middle: 9,077

Lower: 7,768

Bandwidth: 28.8%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

44.25

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-557.36

Signal: -616.96 · Hist: 59.60

Stochastic (14, 3)

Neutral

%K: 45.89

%D: 35.92

StochRSI (14)

Neutral

%K: 83.50

%D: 76.10

ADX (14) & Trend

Weakening

43.36

+DI: 16.39 · -DI: 26.95

CCI (20)

Neutral

-15.62

Range -100 to +100

Williams %R (14)

Neutral

-54.11

Range -100 to 0

Ultimate Oscillator

Neutral

49.00

Periods: 7, 14, 28

ROC (12)

Bearish

-7.06%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

419.93

Bull: 419.93 · Bear: -63.07

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
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	142
Narrowest range in 6 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,314	7,945	1,369	15.5%	701	7.9%	65%	True	False	165
10	9,315	7,945	1,370	15.5%	656	7.4%	65%	False	False	131
20	10,924	7,935	2,989	33.8%	711	8.0%	30%	False	False	355
40	11,542	7,935	3,607	40.8%	522	5.9%	25%	False	False	218

JSON API Access

Have your machine get this note via API for just $0.01.

Get this note via API