mini-sized Dow ($5) Future June 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 6,865 7,113 248 3.6% 6,625
High 7,132 7,197 65 0.9% 7,197
Low 6,779 7,053 274 4.0% 6,461
Close 7,116 7,179 63 0.9% 7,179
Range 353 144 -209 -59.2% 736
ATR 266 258 -9 -3.3% 0
Volume 6,676 123,678 117,002 1,752.6% 133,213
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 7,575 7,521 7,258
R3 7,431 7,377 7,219
R2 7,287 7,287 7,206
R1 7,233 7,233 7,192 7,260
PP 7,143 7,143 7,143 7,157
S1 7,089 7,089 7,166 7,116
S2 6,999 6,999 7,153
S3 6,855 6,945 7,140
S4 6,711 6,801 7,100
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 9,154 8,902 7,584
R3 8,418 8,166 7,382
R2 7,682 7,682 7,314
R1 7,430 7,430 7,247 7,556
PP 6,946 6,946 6,946 7,009
S1 6,694 6,694 7,112 6,820
S2 6,210 6,210 7,044
S3 5,474 5,958 6,977
S4 4,738 5,222 6,774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,197 6,416 781 10.9% 279 3.9% 98% True False 26,885
10 7,197 6,416 781 10.9% 279 3.9% 98% True False 13,715
20 7,920 6,416 1,504 20.9% 251 3.5% 51% False False 6,984
40 8,341 6,416 1,925 26.8% 246 3.4% 40% False False 3,512
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 16 trading days
Fibonacci Retracements and Extensions
4.250 7,809
2.618 7,574
1.618 7,430
1.000 7,341
0.618 7,286
HIGH 7,197
0.618 7,142
0.500 7,125
0.382 7,108
LOW 7,053
0.618 6,964
1.000 6,909
1.618 6,820
2.618 6,676
4.250 6,441
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 7,161 7,063
PP 7,143 6,947
S1 7,125 6,832

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

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