mini-sized Dow ($5) Future March 2009

Trading Metrics calculated at close of trading on 22-Dec-2008

YMH09 began trading on 09/02/2008 and has 79 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

SELL(-0.18)

Moving Averages

Strong Sell

-1.00

Oscillators

Buy

+0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 2.68x

ATR(14) %: 4.7%

20-Day Historical Volatility: 0.6%

Day Change Summary (OHLC)

	Previous	Current
Metric	19-Dec-2008	22-Dec-2008	Change	Change %	Previous Week
Open	8,660	8,544	-116	-1.3%	8,660
High	8,764	8,619	-145	-1.7%	8,940
Low	8,478	8,334	-144	-1.7%	8,441
Close	8,533	8,539	6	0.1%	8,533
Range	286	285	-1	-0.3%	499
ATR(14)	412	403	-9	-2.2%	412
Volume	177,862	172,162	-5,700	-3.2%	977,628

Multi-Period Performance

1-Month (21d)

14.8%

3-Month (63d)

-21.5%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-25.9%

52-Week Range

52W Low: 7,398 (15.4%)

Position (26%)

52W High: 11,818 (27.7%)

Daily Pivots for day following 22-Dec-2008

Level	Classic	Woodie	Camarilla	DeMark
R4	9,352	9,231	8,696
R3	9,067	8,946	8,618
R2	8,782	8,782	8,591
R1	8,661	8,661	8,565	8,579
PP	8,497	8,497	8,497	8,457
S1	8,376	8,376	8,513	8,294
S2	8,212	8,212	8,487
S3	7,927	8,091	8,461
S4	7,642	7,806	8,382

Weekly Pivots for week ending 19-Dec-2008

Level	Classic	Woodie	Camarilla	DeMark
R4	10,135	9,833	8,808
R3	9,636	9,334	8,670
R2	9,137	9,137	8,625
R1	8,835	8,835	8,579	8,737
PP	8,638	8,638	8,638	8,589
S1	8,336	8,336	8,487	8,238
S2	8,139	8,139	8,442
S3	7,640	7,837	8,396
S4	7,141	7,338	8,259

Fisher Pivots for day following 22-Dec-2008

Pivot	1 Day	3 Day
R1	8,518	8,602
PP	8,497	8,581
S1	8,477	8,560

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	9,830
2.618	9,365
1.618	9,080
1.000	8,904
0.618	8,795
HIGH	8,619
0.618	8,510
0.500	8,477
0.382	8,443
LOW	8,334
0.618	8,158
1.000	8,049
1.618	7,873
2.618	7,588
4.250	7,123

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	10,775
38.2%	10,130
50.0%	9,608
61.8%	9,087
78.6%	8,344

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	8,684	-145	-1.7%	Below
10-Day SMA	8,663	-124	-1.4%	Below
20-Day SMA	8,587	-48	-0.6%	Below
50-Day SMA	8,674	-135	-1.6%	Below
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 8,958

Middle: 8,587

Lower: 8,217

Bandwidth: 8.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,566

Kijun-sen: 8,202

Span A: 8,384

Span B: 8,646

Chikou Span: 8,795

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

48.04

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-17.87

Signal: -42.94 · Hist: 25.07

Stochastic (14, 3)

Neutral

%K: 48.51

%D: 53.41

StochRSI (14)

Neutral

%K: 29.71

%D: 54.73

ADX (14) & Trend

Neutral

24.23

+DI: 13.94 · -DI: 23.81

CCI (20)

Neutral

-28.89

Range -100 to +100

Williams %R (14)

Neutral

-51.49

Range -100 to 0

Ultimate Oscillator

Neutral

61.02

Periods: 7, 14, 28

ROC (12)

Bullish

1.91%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

1.51

Bull: 1.51 · Bear: -283.49

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
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	74
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,940	8,334	606	7.1%	319	3.7%	34%	False	True	180,920
10	8,940	8,191	749	8.8%	319	3.7%	46%	False	False	128,007
20	9,005	7,867	1,138	13.3%	380	4.5%	59%	False	False	64,271
40	9,612	7,398	2,214	25.9%	448	5.2%	52%	False	False	32,268
60	11,200	7,398	3,802	44.5%	523	6.1%	30%	False	False	21,637

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