mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 6,879 6,918 39 0.6% 7,043
High 7,015 7,183 168 2.4% 7,050
Low 6,847 6,833 -14 -0.2% 6,460
Close 6,914 7,168 254 3.7% 6,674
Range 168 350 182 108.3% 590
ATR 267 273 6 2.2% 0
Volume 240,334 222,273 -18,061 -7.5% 1,211,789
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,111 7,990 7,361
R3 7,761 7,640 7,264
R2 7,411 7,411 7,232
R1 7,290 7,290 7,200 7,351
PP 7,061 7,061 7,061 7,092
S1 6,940 6,940 7,136 7,001
S2 6,711 6,711 7,104
S3 6,361 6,590 7,072
S4 6,011 6,240 6,976
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 8,498 8,176 6,999
R3 7,908 7,586 6,836
R2 7,318 7,318 6,782
R1 6,996 6,996 6,728 6,862
PP 6,728 6,728 6,728 6,661
S1 6,406 6,406 6,620 6,272
S2 6,138 6,138 6,566
S3 5,548 5,816 6,512
S4 4,958 5,226 6,350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,183 6,460 723 10.1% 286 4.0% 98% True False 241,873
10 7,205 6,460 745 10.4% 285 4.0% 95% False False 237,983
20 7,965 6,460 1,505 21.0% 267 3.7% 47% False False 234,170
40 8,464 6,460 2,004 28.0% 271 3.8% 35% False False 219,926
60 9,048 6,460 2,588 36.1% 256 3.6% 27% False False 191,027
80 9,048 6,460 2,588 36.1% 303 4.2% 27% False False 145,001
100 9,612 6,460 3,152 44.0% 349 4.9% 22% False False 116,033
120 11,540 6,460 5,080 70.9% 392 5.5% 14% False False 96,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,671
2.618 8,099
1.618 7,749
1.000 7,533
0.618 7,399
HIGH 7,183
0.618 7,049
0.500 7,008
0.382 6,967
LOW 6,833
0.618 6,617
1.000 6,483
1.618 6,267
2.618 5,917
4.250 5,346
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 7,115 7,060
PP 7,061 6,952
S1 7,008 6,845

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

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