mini-sized Dow ($5) Future March 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

YMH09 began trading on 09/02/2008 and has 105 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(-0.44)

Moving Averages

Strong Sell

-1.00

Oscillators

Sell

-0.22

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): 0.91x

ATR(14) %: 3.5%

20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

	Previous	Current
Metric	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	8,319	8,118	-201	-2.4%	7,981
High	8,322	8,163	-159	-1.9%	8,359
Low	8,080	7,909	-171	-2.1%	7,872
Close	8,112	7,955	-157	-1.9%	7,955
Range	242	254	12	5.0%	487
ATR(14)	280	278	-2	-0.7%	278
Volume	175,478	163,671	-11,807	-6.7%	973,823

Multi-Period Performance

1-Month (21d)

-7.9%

3-Month (63d)

-10.0%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-11.2%

52-Week Range

52W Low: 7,398 (7.5%)

Position (13%)

52W High: 11,818 (32.7%)

Daily Pivots for day following 30-Jan-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	8,771	8,617	8,095
R3	8,517	8,363	8,025
R2	8,263	8,263	8,002
R1	8,109	8,109	7,978	8,059
PP	8,009	8,009	8,009	7,984
S1	7,855	7,855	7,932	7,805
S2	7,755	7,755	7,909
S3	7,501	7,601	7,885
S4	7,247	7,347	7,815

Weekly Pivots for week ending 30-Jan-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	9,523	9,226	8,223
R3	9,036	8,739	8,089
R2	8,549	8,549	8,044
R1	8,252	8,252	8,000	8,157
PP	8,062	8,062	8,062	8,015
S1	7,765	7,765	7,910	7,670
S2	7,575	7,575	7,866
S3	7,088	7,278	7,821
S4	6,601	6,791	7,687

Fisher Pivots for day following 30-Jan-2009

Pivot	1 Day	3 Day
R1	8,036	8,134
PP	8,009	8,074
S1	7,982	8,015

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	9,243
2.618	8,828
1.618	8,574
1.000	8,417
0.618	8,320
HIGH	8,163
0.618	8,066
0.500	8,036
0.382	8,006
LOW	7,909
0.618	7,752
1.000	7,655
1.618	7,498
2.618	7,244
4.250	6,830

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	8,104	-149	-1.8%	Below
10-Day SMA	8,095	-140	-1.7%	Below
20-Day SMA	8,346	-391	-4.7%	Below
50-Day SMA	8,433	-478	-5.7%	Below
100-Day SMA	9,060	-1,105	-12.2%	Below
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 9,014

Middle: 8,346

Lower: 7,678

Bandwidth: 16.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 8,122

Kijun-sen: 8,450

Span A: 8,286

Span B: 8,223

Chikou Span: 8,539

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

40.23

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-147.29

Signal: -131.41 · Hist: -15.88

Stochastic (14, 3)

Neutral

%K: 14.80

%D: 31.89

StochRSI (14)

Neutral

%K: 63.80

%D: 60.00

ADX (14) & Trend

Neutral

25.43

+DI: 13.64 · -DI: 23.05

CCI (20)

Neutral

-79.17

Range -100 to +100

Williams %R (14)

Neutral

-85.20

Range -100 to 0

Ultimate Oscillator

Neutral

47.38

Periods: 7, 14, 28

ROC (12)

Bearish

-5.39%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

-14.00

Bull: -14.00 · Bear: -268.00

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	58
Widest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,359	7,872	487	6.1%	246	3.1%	17%	False	False	194,765
10	8,392	7,852	540	6.8%	291	3.7%	19%	False	False	213,068
20	9,048	7,852	1,196	15.0%	261	3.3%	9%	False	False	179,062
40	9,048	7,852	1,196	15.0%	279	3.5%	9%	False	False	132,776
60	9,612	7,398	2,214	27.8%	350	4.4%	25%	False	False	88,630
80	10,139	7,398	2,741	34.5%	430	5.4%	20%	False	False	66,562
100	11,542	7,398	4,144	52.1%	421	5.3%	13%	False	False	53,271

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