mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 11,539 11,194 -345 -3.0% 11,539
High 11,548 11,238 -310 -2.7% 11,788
Low 11,179 11,032 -147 -1.3% 11,032
Close 11,194 11,220 26 0.2% 11,220
Range 369 206 -163 -44.2% 756
ATR 226 224 -1 -0.6% 0
Volume 1,936 2,880 944 48.8% 6,711
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,781 11,707 11,333
R3 11,575 11,501 11,277
R2 11,369 11,369 11,258
R1 11,295 11,295 11,239 11,332
PP 11,163 11,163 11,163 11,182
S1 11,089 11,089 11,201 11,126
S2 10,957 10,957 11,182
S3 10,751 10,883 11,163
S4 10,545 10,677 11,107
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 13,615 13,173 11,636
R3 12,859 12,417 11,428
R2 12,103 12,103 11,359
R1 11,661 11,661 11,289 11,504
PP 11,347 11,347 11,347 11,268
S1 10,905 10,905 11,151 10,748
S2 10,591 10,591 11,082
S3 9,835 10,149 11,012
S4 9,079 9,393 10,804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,788 11,032 756 6.7% 241 2.1% 25% False True 1,532
10 11,788 11,032 756 6.7% 228 2.0% 25% False True 1,107
20 11,848 11,032 816 7.3% 224 2.0% 23% False True 763
40 11,848 10,814 1,034 9.2% 230 2.1% 39% False False 570
60 12,330 10,814 1,516 13.5% 217 1.9% 27% False False 394
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,114
2.618 11,777
1.618 11,571
1.000 11,444
0.618 11,365
HIGH 11,238
0.618 11,159
0.500 11,135
0.382 11,111
LOW 11,032
0.618 10,905
1.000 10,826
1.618 10,699
2.618 10,493
4.250 10,157
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 11,192 11,294
PP 11,163 11,269
S1 11,135 11,245

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

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