mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 8,444 8,411 -33 -0.4% 8,940
High 8,487 8,464 -23 -0.3% 9,048
Low 8,327 8,087 -240 -2.9% 8,511
Close 8,408 8,159 -249 -3.0% 8,523
Range 160 377 217 135.6% 537
ATR 264 272 8 3.0% 0
Volume 133,550 179,861 46,311 34.7% 710,940
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 9,368 9,140 8,366
R3 8,991 8,763 8,263
R2 8,614 8,614 8,228
R1 8,386 8,386 8,194 8,312
PP 8,237 8,237 8,237 8,199
S1 8,009 8,009 8,125 7,935
S2 7,860 7,860 8,090
S3 7,483 7,632 8,055
S4 7,106 7,255 7,952
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 8,758 8,087 671 8.2% 222 2.7% 11% False True 158,088
10 9,048 8,087 961 11.8% 218 2.7% 7% False True 133,378
20 9,048 8,087 961 11.8% 230 2.8% 7% False True 129,962
40 9,048 7,398 1,650 20.2% 330 4.0% 46% False False 74,557
60 9,612 7,398 2,214 27.1% 397 4.9% 34% False False 49,766
80 11,395 7,398 3,997 49.0% 450 5.5% 19% False False 37,417
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 28
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 10,066
2.618 9,451
1.618 9,074
1.000 8,841
0.618 8,697
HIGH 8,464
0.618 8,320
0.500 8,276
0.382 8,231
LOW 8,087
0.618 7,854
1.000 7,710
1.618 7,477
2.618 7,100
4.250 6,485
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 8,276 8,318
PP 8,237 8,265
S1 8,198 8,212

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

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