mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 8,540 8,444 -96 -1.1% 8,940
High 8,548 8,487 -61 -0.7% 9,048
Low 8,370 8,327 -43 -0.5% 8,511
Close 8,444 8,408 -36 -0.4% 8,523
Range 178 160 -18 -10.1% 537
ATR 272 264 -8 -2.9% 0
Volume 156,723 133,550 -23,173 -14.8% 710,940
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 8,887 8,808 8,496
R3 8,727 8,648 8,452
R2 8,567 8,567 8,437
R1 8,488 8,488 8,423 8,448
PP 8,407 8,407 8,407 8,387
S1 8,328 8,328 8,393 8,288
S2 8,247 8,247 8,379
S3 8,087 8,168 8,364
S4 7,927 8,008 8,320
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 8,959 8,327 632 7.5% 204 2.4% 13% False True 154,805
10 9,048 8,327 721 8.6% 201 2.4% 11% False True 121,830
20 9,048 8,308 740 8.8% 226 2.7% 14% False False 133,229
40 9,048 7,398 1,650 19.6% 334 4.0% 61% False False 70,075
60 9,612 7,398 2,214 26.3% 401 4.8% 46% False False 46,771
80 11,540 7,398 4,142 49.3% 453 5.4% 24% False False 35,169
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 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,167
2.618 8,906
1.618 8,746
1.000 8,647
0.618 8,586
HIGH 8,487
0.618 8,426
0.500 8,407
0.382 8,388
LOW 8,327
0.618 8,228
1.000 8,167
1.618 8,068
2.618 7,908
4.250 7,647
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 8,408 8,538
PP 8,407 8,495
S1 8,407 8,451

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

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