mini-sized Dow ($5) Future March 2009

Trading Metrics calculated at close of trading on 07-Jan-2009

YMH09 began trading on 09/02/2008 and has 89 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(0.00)

Moving Averages

Buy

+0.50

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): 1.50x

ATR(14) %: 3.4%

20-Day Historical Volatility: 0.4%

Day Change Summary (OHLC)

	Previous	Current
Metric	06-Jan-2009	07-Jan-2009	Change	Change %	Previous Week
Open	8,918	8,945	27	0.3%	8,463
High	9,048	8,959	-89	-1.0%	9,019
Low	8,889	8,672	-217	-2.4%	8,308
Close	8,950	8,744	-206	-2.3%	8,958
Range	159	287	128	80.5%	711
ATR(14)	295	294	-1	-0.2%	317
Volume	138,299	163,446	25,147	18.2%	236,793

Multi-Period Performance

1-Month (21d)

1.7%

3-Month (63d)

-8.3%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-2.4%

52-Week Range

52W Low: 7,398 (18.2%)

Position (30%)

52W High: 11,818 (26.0%)

Daily Pivots for day following 07-Jan-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	9,653	9,485	8,902
R3	9,366	9,198	8,823
R2	9,079	9,079	8,797
R1	8,911	8,911	8,770	8,852
PP	8,792	8,792	8,792	8,762
S1	8,624	8,624	8,718	8,565
S2	8,505	8,505	8,692
S3	8,218	8,337	8,665
S4	7,931	8,050	8,586

Weekly Pivots for week ending 02-Jan-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	10,895	10,637	9,349
R3	10,184	9,926	9,154
R2	9,473	9,473	9,088
R1	9,215	9,215	9,023	9,344
PP	8,762	8,762	8,762	8,826
S1	8,504	8,504	8,893	8,633
S2	8,051	8,051	8,828
S3	7,340	7,793	8,763
S4	6,629	7,082	8,567

Fisher Pivots for day following 07-Jan-2009

Pivot	1 Day	3 Day
R1	8,816	8,860
PP	8,792	8,821
S1	8,768	8,783

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	10,179
2.618	9,710
1.618	9,423
1.000	9,246
0.618	9,136
HIGH	8,959
0.618	8,849
0.500	8,816
0.382	8,782
LOW	8,672
0.618	8,495
1.000	8,385
1.618	8,208
2.618	7,921
4.250	7,452

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	8,860	-116	-1.3%	Below
10-Day SMA	8,671	73	0.8%	Above
20-Day SMA	8,667	77	0.9%	Above
50-Day SMA	8,628	116	1.3%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 9,002

Middle: 8,667

Lower: 8,332

Bandwidth: 7.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,678

Kijun-sen: 8,574

Span A: 8,626

Span B: 8,505

Chikou Span: 8,788

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

51.66

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

48.91

Signal: 7.07 · Hist: 41.85

Stochastic (14, 3)

Neutral

%K: 58.92

%D: 77.16

StochRSI (14)

Neutral

%K: 79.83

%D: 89.86

ADX (14) & Trend

Neutral

18.66

+DI: 20.20 · -DI: 22.56

CCI (20)

Neutral

61.55

Range -100 to +100

Williams %R (14)

Neutral

-41.08

Range -100 to 0

Ultimate Oscillator

Neutral

59.42

Periods: 7, 14, 28

ROC (12)

Bearish

0.76%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

241.30

Bull: 241.30 · Bear: -45.70

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	30
Widest 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	9,048	8,623	425	4.9%	215	2.5%	28%	False	False	108,669
10	9,048	8,308	740	8.5%	189	2.2%	59%	False	False	90,422
20	9,048	8,191	857	9.8%	254	2.9%	65%	False	False	109,214
40	9,167	7,398	1,769	20.2%	374	4.3%	76%	False	False	54,832
60	9,894	7,398	2,496	28.5%	447	5.1%	54%	False	False	36,624
80	11,540	7,398	4,142	47.4%	464	5.3%	32%	False	False	27,539

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