mini-sized Dow ($5) Future December 2008

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	10,673	10,987	314	2.9%	11,269
High	11,089	11,611	522	4.7%	11,611
Low	10,468	10,961	493	4.7%	10,468
Close	10,985	11,359	374	3.4%	11,359
Range	621	650	29	4.7%	1,143
ATR	316	340	24	7.6%	0
Volume	390,399	459,681	69,282	17.7%	1,857,186

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	13,260	12,960	11,717
R3	12,610	12,310	11,538
R2	11,960	11,960	11,478
R1	11,660	11,660	11,419	11,810
PP	11,310	11,310	11,310	11,386
S1	11,010	11,010	11,300	11,160
S2	10,660	10,660	11,240
S3	10,010	10,360	11,180
S4	9,360	9,710	11,002

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	14,575	14,110	11,988
R3	13,432	12,967	11,673
R2	12,289	12,289	11,569
R1	11,824	11,824	11,464	12,057
PP	11,146	11,146	11,146	11,262
S1	10,681	10,681	11,254	10,914
S2	10,003	10,003	11,150
S3	8,860	9,538	11,045
S4	7,717	8,395	10,730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,611	10,468	1,143	10.1%	508	4.5%	78%	True	False	371,437
10	11,611	10,468	1,143	10.1%	380	3.3%	78%	True	False	204,619
20	11,788	10,468	1,320	11.6%	302	2.7%	68%	False	False	102,749
40	11,848	10,468	1,380	12.1%	264	2.3%	65%	False	False	51,588
60	11,921	10,468	1,453	12.8%	257	2.3%	61%	False	False	34,448

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	81
Widest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	14,374
2.618	13,313
1.618	12,663
1.000	12,261
0.618	12,013
HIGH	11,611
0.618	11,363
0.500	11,286
0.382	11,209
LOW	10,961
0.618	10,559
1.000	10,311
1.618	9,909
2.618	9,259
4.250	8,199

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	11,335	11,253
PP	11,310	11,146
S1	11,286	11,040

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols