mini-sized Dow ($5) Future December 2008

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	11,455	11,269	-186	-1.6%	11,295
High	11,486	11,285	-201	-1.7%	11,574
Low	11,273	10,935	-338	-3.0%	11,093
Close	11,451	10,949	-502	-4.4%	11,451
Range	213	350	137	64.3%	481
ATR	246	265	19	7.8%	0
Volume	169,011	232,608	63,597	37.6%	186,129

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,106	11,878	11,142
R3	11,756	11,528	11,045
R2	11,406	11,406	11,013
R1	11,178	11,178	10,981	11,117
PP	11,056	11,056	11,056	11,026
S1	10,828	10,828	10,917	10,767
S2	10,706	10,706	10,885
S3	10,356	10,478	10,853
S4	10,006	10,128	10,757

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	10,935	639	5.8%	281	2.6%	2%	False	True	83,747
10	11,788	10,935	853	7.8%	261	2.4%	2%	False	True	42,640
20	11,788	10,935	853	7.8%	233	2.1%	2%	False	True	21,600
40	11,848	10,935	913	8.3%	228	2.1%	2%	False	True	11,014
60	12,090	10,814	1,276	11.7%	230	2.1%	11%	False	False	7,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,773
2.618	12,201
1.618	11,851
1.000	11,635
0.618	11,501
HIGH	11,285
0.618	11,151
0.500	11,110
0.382	11,069
LOW	10,935
0.618	10,719
1.000	10,585
1.618	10,369
2.618	10,019
4.250	9,448

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	11,110	11,211
PP	11,056	11,123
S1	11,003	11,036

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols