mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 7,161 7,230 69 1.0% 6,681
High 7,250 7,391 141 1.9% 7,250
Low 7,106 7,172 66 0.9% 6,506
Close 7,232 7,236 4 0.1% 7,232
Range 144 219 75 52.1% 744
ATR 264 261 -3 -1.2% 0
Volume 106,413 56,667 -49,746 -46.7% 1,065,628
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 7,923 7,799 7,357
R3 7,704 7,580 7,296
R2 7,485 7,485 7,276
R1 7,361 7,361 7,256 7,423
PP 7,266 7,266 7,266 7,298
S1 7,142 7,142 7,216 7,204
S2 7,047 7,047 7,196
S3 6,828 6,923 7,176
S4 6,609 6,704 7,116
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 7,391 6,506 885 12.2% 261 3.6% 82% True False 170,341
10 7,391 6,460 931 12.9% 271 3.7% 83% True False 209,329
20 7,772 6,460 1,312 18.1% 261 3.6% 59% False False 220,904
40 8,392 6,460 1,932 26.7% 263 3.6% 40% False False 214,438
60 9,048 6,460 2,588 35.8% 250 3.5% 30% False False 186,712
80 9,048 6,460 2,588 35.8% 296 4.1% 30% False False 147,028
100 9,612 6,460 3,152 43.6% 341 4.7% 25% False False 117,661
120 11,200 6,460 4,740 65.5% 387 5.3% 16% False False 98,113
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 59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,322
2.618 7,964
1.618 7,745
1.000 7,610
0.618 7,526
HIGH 7,391
0.618 7,307
0.500 7,282
0.382 7,256
LOW 7,172
0.618 7,037
1.000 6,953
1.618 6,818
2.618 6,599
4.250 6,241
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 7,282 7,195
PP 7,266 7,153
S1 7,251 7,112

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

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