mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 11,274 11,455 181 1.6% 11,295
High 11,459 11,486 27 0.2% 11,574
Low 11,093 11,273 180 1.6% 11,093
Close 11,447 11,451 4 0.0% 11,451
Range 366 213 -153 -41.8% 481
ATR 249 246 -3 -1.0% 0
Volume 8,478 169,011 160,533 1,893.5% 186,129
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,042 11,960 11,568
R3 11,829 11,747 11,510
R2 11,616 11,616 11,490
R1 11,534 11,534 11,471 11,469
PP 11,403 11,403 11,403 11,371
S1 11,321 11,321 11,432 11,256
S2 11,190 11,190 11,412
S3 10,977 11,108 11,393
S4 10,764 10,895 11,334
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,816 12,614 11,716
R3 12,335 12,133 11,583
R2 11,854 11,854 11,539
R1 11,652 11,652 11,495 11,753
PP 11,373 11,373 11,373 11,423
S1 11,171 11,171 11,407 11,272
S2 10,892 10,892 11,363
S3 10,411 10,690 11,319
S4 9,930 10,209 11,187
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% 252 2.2% 77% False False 37,801
10 11,788 11,032 756 6.6% 253 2.2% 55% False False 19,473
20 11,788 11,032 756 6.6% 228 2.0% 55% False False 10,008
40 11,848 11,032 816 7.1% 226 2.0% 51% False False 5,206
60 12,205 10,814 1,391 12.1% 227 2.0% 46% False False 3,496
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 52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,391
2.618 12,044
1.618 11,831
1.000 11,699
0.618 11,618
HIGH 11,486
0.618 11,405
0.500 11,380
0.382 11,354
LOW 11,273
0.618 11,141
1.000 11,060
1.618 10,928
2.618 10,715
4.250 10,368
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 11,427 11,397
PP 11,403 11,343
S1 11,380 11,290

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

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