mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 11,241 11,283 42 0.4% 11,547
High 11,383 11,464 81 0.7% 11,793
Low 11,189 11,102 -87 -0.8% 11,040
Close 11,291 11,455 164 1.5% 11,227
Range 194 362 168 86.6% 753
ATR 241 250 9 3.6% 0
Volume 280,639 252,681 -27,958 -10.0% 858,802
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,426 12,303 11,654
R3 12,064 11,941 11,555
R2 11,702 11,702 11,521
R1 11,579 11,579 11,488 11,641
PP 11,340 11,340 11,340 11,371
S1 11,217 11,217 11,422 11,279
S2 10,978 10,978 11,389
S3 10,616 10,855 11,356
S4 10,254 10,493 11,256
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 13,612 13,173 11,641
R3 12,859 12,420 11,434
R2 12,106 12,106 11,365
R1 11,667 11,667 11,296 11,510
PP 11,353 11,353 11,353 11,275
S1 10,914 10,914 11,158 10,757
S2 10,600 10,600 11,089
S3 9,847 10,161 11,020
S4 9,094 9,408 10,813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,583 11,040 543 4.7% 277 2.4% 76% False False 268,297
10 11,793 11,040 753 6.6% 267 2.3% 55% False False 228,481
20 11,793 11,040 753 6.6% 234 2.0% 55% False False 213,125
40 11,853 11,040 813 7.1% 231 2.0% 51% False False 204,932
60 12,197 10,812 1,385 12.1% 232 2.0% 46% False False 211,985
80 12,880 10,812 2,068 18.1% 220 1.9% 31% False False 164,467
100 13,140 10,812 2,328 20.3% 209 1.8% 28% False False 131,593
120 13,140 10,812 2,328 20.3% 200 1.7% 28% False False 109,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,003
2.618 12,412
1.618 12,050
1.000 11,826
0.618 11,688
HIGH 11,464
0.618 11,326
0.500 11,283
0.382 11,240
LOW 11,102
0.618 10,878
1.000 10,740
1.618 10,516
2.618 10,154
4.250 9,564
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 11,398 11,418
PP 11,340 11,380
S1 11,283 11,343

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

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