mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 11,269 10,941 -328 -2.9% 11,295
High 11,285 11,088 -197 -1.7% 11,574
Low 10,935 10,725 -210 -1.9% 11,093
Close 10,949 11,045 96 0.9% 11,451
Range 350 363 13 3.7% 481
ATR 265 272 7 2.6% 0
Volume 232,608 359,710 127,102 54.6% 186,129
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,042 11,906 11,245
R3 11,679 11,543 11,145
R2 11,316 11,316 11,112
R1 11,180 11,180 11,078 11,248
PP 10,953 10,953 10,953 10,987
S1 10,817 10,817 11,012 10,885
S2 10,590 10,590 10,979
S3 10,227 10,454 10,945
S4 9,864 10,091 10,845
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 11,486 10,725 761 6.9% 298 2.7% 42% False True 155,105
10 11,788 10,725 1,063 9.6% 281 2.5% 30% False True 78,515
20 11,788 10,725 1,063 9.6% 244 2.2% 30% False True 39,565
40 11,848 10,725 1,123 10.2% 232 2.1% 28% False True 19,994
60 12,057 10,725 1,332 12.1% 235 2.1% 24% False True 13,368
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 62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,631
2.618 12,038
1.618 11,675
1.000 11,451
0.618 11,312
HIGH 11,088
0.618 10,949
0.500 10,907
0.382 10,864
LOW 10,725
0.618 10,501
1.000 10,362
1.618 10,138
2.618 9,775
4.250 9,182
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 10,999 11,106
PP 10,953 11,085
S1 10,907 11,065

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

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