mini-sized Dow ($5) Future December 2008

Trading Metrics calculated at close of trading on 04-Sep-2008

Day Change Summary
	Previous	Current
	03-Sep-2008	04-Sep-2008	Change	Change %	Previous Week
Open	11,500	11,539	39	0.3%	11,595
High	11,555	11,548	-7	-0.1%	11,708
Low	11,417	11,179	-238	-2.1%	11,337
Close	11,537	11,194	-343	-3.0%	11,536
Range	138	369	231	167.4%	371
ATR	215	226	11	5.1%	0
Volume	1,371	1,936	565	41.2%	3,730

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,414	12,173	11,397
R3	12,045	11,804	11,296
R2	11,676	11,676	11,262
R1	11,435	11,435	11,228	11,371
PP	11,307	11,307	11,307	11,275
S1	11,066	11,066	11,160	11,002
S2	10,938	10,938	11,126
S3	10,569	10,697	11,093
S4	10,200	10,328	10,991

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	11,179	609	5.4%	253	2.3%	2%	False	True	1,144
10	11,788	11,179	609	5.4%	224	2.0%	2%	False	True	879
20	11,848	11,179	669	6.0%	225	2.0%	2%	False	True	651
40	11,848	10,814	1,034	9.2%	230	2.0%	37%	False	False	502
60	12,330	10,814	1,516	13.5%	216	1.9%	25%	False	False	346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	39
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	13,116
2.618	12,514
1.618	12,145
1.000	11,917
0.618	11,776
HIGH	11,548
0.618	11,407
0.500	11,364
0.382	11,320
LOW	11,179
0.618	10,951
1.000	10,810
1.618	10,582
2.618	10,213
4.250	9,611

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	11,364	11,484
PP	11,307	11,387
S1	11,251	11,291

Download as Excel Spreadsheet

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

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