mini-sized Dow ($5) Future December 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 11,244 11,274 30 0.3% 11,539
High 11,377 11,459 82 0.7% 11,788
Low 11,180 11,093 -87 -0.8% 11,032
Close 11,284 11,447 163 1.4% 11,220
Range 197 366 169 85.8% 756
ATR 240 249 9 3.8% 0
Volume 5,719 8,478 2,759 48.2% 6,711
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,431 12,305 11,648
R3 12,065 11,939 11,548
R2 11,699 11,699 11,514
R1 11,573 11,573 11,481 11,636
PP 11,333 11,333 11,333 11,365
S1 11,207 11,207 11,414 11,270
S2 10,967 10,967 11,380
S3 10,601 10,841 11,346
S4 10,235 10,475 11,246
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 4.7% 284 2.5% 77% False False 4,386
10 11,788 11,032 756 6.6% 250 2.2% 55% False False 2,637
20 11,788 11,032 756 6.6% 228 2.0% 55% False False 1,566
40 11,848 10,849 999 8.7% 230 2.0% 60% False False 988
60 12,330 10,814 1,516 13.2% 226 2.0% 42% False False 679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,015
2.618 12,417
1.618 12,051
1.000 11,825
0.618 11,685
HIGH 11,459
0.618 11,319
0.500 11,276
0.382 11,233
LOW 11,093
0.618 10,867
1.000 10,727
1.618 10,501
2.618 10,135
4.250 9,538
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 11,390 11,409
PP 11,333 11,371
S1 11,276 11,334

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

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