mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 8,640 8,718 78 0.9% 8,463
High 8,797 9,019 222 2.5% 9,019
Low 8,623 8,715 92 1.1% 8,308
Close 8,727 8,958 231 2.6% 8,958
Range 174 304 130 74.7% 711
ATR 316 316 -1 -0.3% 0
Volume 86,000 66,711 -19,289 -22.4% 236,793
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,809 9,688 9,125
R3 9,505 9,384 9,042
R2 9,201 9,201 9,014
R1 9,080 9,080 8,986 9,141
PP 8,897 8,897 8,897 8,928
S1 8,776 8,776 8,930 8,837
S2 8,593 8,593 8,902
S3 8,289 8,472 8,875
S4 7,985 8,168 8,791
Weekly Pivots for week ending 02-Jan-2009
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,019 8,308 711 7.9% 194 2.2% 91% True False 52,932
10 9,019 8,308 711 7.9% 225 2.5% 91% True False 105,028
20 9,019 8,100 919 10.3% 293 3.3% 93% True False 89,792
40 9,612 7,398 2,214 24.7% 395 4.4% 70% False False 45,077
60 9,894 7,398 2,496 27.9% 480 5.4% 63% False False 30,162
80 11,540 7,398 4,142 46.2% 462 5.2% 38% False False 22,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 10,311
2.618 9,815
1.618 9,511
1.000 9,323
0.618 9,207
HIGH 9,019
0.618 8,903
0.500 8,867
0.382 8,831
LOW 8,715
0.618 8,527
1.000 8,411
1.618 8,223
2.618 7,919
4.250 7,423
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 8,928 8,882
PP 8,897 8,806
S1 8,867 8,730

These figures are updated between 7pm and 10pm EST after a trading day.

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