mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 6,918 7,161 243 3.5% 6,681
High 7,183 7,250 67 0.9% 7,250
Low 6,833 7,106 273 4.0% 6,506
Close 7,168 7,232 64 0.9% 7,232
Range 350 144 -206 -58.9% 744
ATR 273 264 -9 -3.4% 0
Volume 222,273 106,413 -115,860 -52.1% 1,065,628
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 7,628 7,574 7,311
R3 7,484 7,430 7,272
R2 7,340 7,340 7,259
R1 7,286 7,286 7,245 7,313
PP 7,196 7,196 7,196 7,210
S1 7,142 7,142 7,219 7,169
S2 7,052 7,052 7,206
S3 6,908 6,998 7,193
S4 6,764 6,854 7,153
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 9,228 8,974 7,641
R3 8,484 8,230 7,437
R2 7,740 7,740 7,369
R1 7,486 7,486 7,300 7,613
PP 6,996 6,996 6,996 7,060
S1 6,742 6,742 7,164 6,869
S2 6,252 6,252 7,096
S3 5,508 5,998 7,028
S4 4,764 5,254 6,823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,250 6,506 744 10.3% 258 3.6% 98% True False 213,125
10 7,250 6,460 790 10.9% 280 3.9% 98% True False 227,741
20 7,965 6,460 1,505 20.8% 260 3.6% 51% False False 230,724
40 8,392 6,460 1,932 26.7% 265 3.7% 40% False False 218,090
60 9,048 6,460 2,588 35.8% 253 3.5% 30% False False 188,714
80 9,048 6,460 2,588 35.8% 298 4.1% 30% False False 146,323
100 9,612 6,460 3,152 43.6% 344 4.8% 24% False False 117,096
120 11,395 6,460 4,935 68.2% 388 5.4% 16% False False 97,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 53
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 7,862
2.618 7,627
1.618 7,483
1.000 7,394
0.618 7,339
HIGH 7,250
0.618 7,195
0.500 7,178
0.382 7,161
LOW 7,106
0.618 7,017
1.000 6,962
1.618 6,873
2.618 6,729
4.250 6,494
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 7,214 7,169
PP 7,196 7,105
S1 7,178 7,042

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

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