mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 11,539 11,500 -39 -0.3% 11,595
High 11,788 11,555 -233 -2.0% 11,708
Low 11,462 11,417 -45 -0.4% 11,337
Close 11,510 11,537 27 0.2% 11,536
Range 326 138 -188 -57.7% 371
ATR 221 215 -6 -2.7% 0
Volume 524 1,371 847 161.6% 3,730
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,917 11,865 11,613
R3 11,779 11,727 11,575
R2 11,641 11,641 11,562
R1 11,589 11,589 11,550 11,615
PP 11,503 11,503 11,503 11,516
S1 11,451 11,451 11,524 11,477
S2 11,365 11,365 11,512
S3 11,227 11,313 11,499
S4 11,089 11,175 11,461
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,640 12,459 11,740
R3 12,269 12,088 11,638
R2 11,898 11,898 11,604
R1 11,717 11,717 11,570 11,622
PP 11,527 11,527 11,527 11,480
S1 11,346 11,346 11,502 11,251
S2 11,156 11,156 11,468
S3 10,785 10,975 11,434
S4 10,414 10,604 11,332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,788 11,362 426 3.7% 217 1.9% 41% False False 887
10 11,788 11,284 504 4.4% 203 1.8% 50% False False 742
20 11,848 11,284 564 4.9% 214 1.9% 45% False False 576
40 11,848 10,814 1,034 9.0% 227 2.0% 70% False False 457
60 12,345 10,814 1,531 13.3% 212 1.8% 47% False False 314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,142
2.618 11,916
1.618 11,778
1.000 11,693
0.618 11,640
HIGH 11,555
0.618 11,502
0.500 11,486
0.382 11,470
LOW 11,417
0.618 11,332
1.000 11,279
1.618 11,194
2.618 11,056
4.250 10,831
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 11,520 11,603
PP 11,503 11,581
S1 11,486 11,559

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

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