mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 10,941 11,050 109 1.0% 11,295
High 11,088 11,143 55 0.5% 11,574
Low 10,725 10,590 -135 -1.3% 11,093
Close 11,045 10,664 -381 -3.4% 11,451
Range 363 553 190 52.3% 481
ATR 272 292 20 7.4% 0
Volume 359,710 414,788 55,078 15.3% 186,129
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,458 12,114 10,968
R3 11,905 11,561 10,816
R2 11,352 11,352 10,766
R1 11,008 11,008 10,715 10,904
PP 10,799 10,799 10,799 10,747
S1 10,455 10,455 10,613 10,351
S2 10,246 10,246 10,563
S3 9,693 9,902 10,512
S4 9,140 9,349 10,360
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 10,590 896 8.4% 369 3.5% 8% False True 236,919
10 11,574 10,590 984 9.2% 304 2.8% 8% False True 119,942
20 11,788 10,590 1,198 11.2% 258 2.4% 6% False True 60,288
40 11,848 10,590 1,258 11.8% 242 2.3% 6% False True 30,361
60 11,925 10,590 1,335 12.5% 240 2.3% 6% False True 20,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 64
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 13,493
2.618 12,591
1.618 12,038
1.000 11,696
0.618 11,485
HIGH 11,143
0.618 10,932
0.500 10,867
0.382 10,801
LOW 10,590
0.618 10,248
1.000 10,037
1.618 9,695
2.618 9,142
4.250 8,240
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 10,867 10,938
PP 10,799 10,846
S1 10,732 10,755

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

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