mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 7,876 7,895 19 0.2% 7,959
High 7,952 7,944 -8 -0.1% 8,280
Low 7,818 7,662 -156 -2.0% 7,799
Close 7,896 7,937 41 0.5% 8,254
Range 134 282 148 110.4% 481
ATR 261 263 1 0.6% 0
Volume 274,274 175,321 -98,953 -36.1% 981,948
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 8,694 8,597 8,092
R3 8,412 8,315 8,015
R2 8,130 8,130 7,989
R1 8,033 8,033 7,963 8,082
PP 7,848 7,848 7,848 7,872
S1 7,751 7,751 7,911 7,800
S2 7,566 7,566 7,885
S3 7,284 7,469 7,860
S4 7,002 7,187 7,782
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 9,554 9,385 8,519
R3 9,073 8,904 8,386
R2 8,592 8,592 8,342
R1 8,423 8,423 8,298 8,508
PP 8,111 8,111 8,111 8,153
S1 7,942 7,942 8,210 8,027
S2 7,630 7,630 8,166
S3 7,149 7,461 8,122
S4 6,668 6,980 7,990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,280 7,662 618 7.8% 259 3.3% 44% False True 208,250
10 8,280 7,662 618 7.8% 245 3.1% 44% False True 193,935
20 8,392 7,662 730 9.2% 270 3.4% 38% False True 205,456
40 9,048 7,662 1,386 17.5% 250 3.1% 20% False True 167,709
60 9,048 7,398 1,650 20.8% 310 3.9% 33% False False 118,190
80 9,612 7,398 2,214 27.9% 365 4.6% 24% False False 88,689
100 11,395 7,398 3,997 50.4% 414 5.2% 13% False False 71,025
Crabel Price Patterns
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 49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,143
2.618 8,682
1.618 8,400
1.000 8,226
0.618 8,118
HIGH 7,944
0.618 7,836
0.500 7,803
0.382 7,770
LOW 7,662
0.618 7,488
1.000 7,380
1.618 7,206
2.618 6,924
4.250 6,464
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 7,892 7,944
PP 7,848 7,941
S1 7,803 7,939

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

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