mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 11,295 11,244 -51 -0.5% 11,539
High 11,574 11,377 -197 -1.7% 11,788
Low 11,295 11,180 -115 -1.0% 11,032
Close 11,498 11,284 -214 -1.9% 11,220
Range 279 197 -82 -29.4% 756
ATR 234 240 6 2.6% 0
Volume 2,921 5,719 2,798 95.8% 6,711
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,871 11,775 11,392
R3 11,674 11,578 11,338
R2 11,477 11,477 11,320
R1 11,381 11,381 11,302 11,429
PP 11,280 11,280 11,280 11,305
S1 11,184 11,184 11,266 11,232
S2 11,083 11,083 11,248
S3 10,886 10,987 11,230
S4 10,689 10,790 11,176
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 11,574 11,032 542 4.8% 238 2.1% 46% False False 2,965
10 11,788 11,032 756 6.7% 223 2.0% 33% False False 1,837
20 11,788 11,032 756 6.7% 220 1.9% 33% False False 1,155
40 11,848 10,814 1,034 9.2% 228 2.0% 45% False False 781
60 12,330 10,814 1,516 13.4% 221 2.0% 31% False False 538
Crabel Price Patterns
NR True
NR4 True
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 37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,214
2.618 11,893
1.618 11,696
1.000 11,574
0.618 11,499
HIGH 11,377
0.618 11,302
0.500 11,279
0.382 11,255
LOW 11,180
0.618 11,058
1.000 10,983
1.618 10,861
2.618 10,664
4.250 10,343
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 11,282 11,303
PP 11,280 11,297
S1 11,279 11,290

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

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