mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 8,704 8,540 -164 -1.9% 8,940
High 8,749 8,548 -201 -2.3% 9,048
Low 8,511 8,370 -141 -1.7% 8,511
Close 8,523 8,444 -79 -0.9% 8,523
Range 238 178 -60 -25.2% 537
ATR 280 272 -7 -2.6% 0
Volume 159,156 156,723 -2,433 -1.5% 710,940
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 8,988 8,894 8,542
R3 8,810 8,716 8,493
R2 8,632 8,632 8,477
R1 8,538 8,538 8,460 8,496
PP 8,454 8,454 8,454 8,433
S1 8,360 8,360 8,428 8,318
S2 8,276 8,276 8,411
S3 8,098 8,182 8,395
S4 7,920 8,004 8,346
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 10,305 9,951 8,818
R3 9,768 9,414 8,671
R2 9,231 9,231 8,622
R1 8,877 8,877 8,572 8,786
PP 8,694 8,694 8,694 8,648
S1 8,340 8,340 8,474 8,249
S2 8,157 8,157 8,425
S3 7,620 7,803 8,375
S4 7,083 7,266 8,228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,048 8,370 678 8.0% 203 2.4% 11% False True 155,754
10 9,048 8,308 740 8.8% 206 2.4% 18% False False 110,445
20 9,048 8,191 857 10.1% 242 2.9% 30% False False 132,637
40 9,048 7,398 1,650 19.5% 353 4.2% 63% False False 66,741
60 9,612 7,398 2,214 26.2% 412 4.9% 47% False False 44,547
80 11,540 7,398 4,142 49.1% 458 5.4% 25% False False 33,500
Crabel Price Patterns
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 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,305
2.618 9,014
1.618 8,836
1.000 8,726
0.618 8,658
HIGH 8,548
0.618 8,480
0.500 8,459
0.382 8,438
LOW 8,370
0.618 8,260
1.000 8,192
1.618 8,082
2.618 7,904
4.250 7,614
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 8,459 8,564
PP 8,454 8,524
S1 8,449 8,484

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

View Archives - Comment on this page... - Back to Index of Symbols