mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 11,050 10,673 -377 -3.4% 11,295
High 11,143 11,089 -54 -0.5% 11,574
Low 10,590 10,468 -122 -1.2% 11,093
Close 10,664 10,985 321 3.0% 11,451
Range 553 621 68 12.3% 481
ATR 292 316 23 8.0% 0
Volume 414,788 390,399 -24,389 -5.9% 186,129
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,710 12,469 11,327
R3 12,089 11,848 11,156
R2 11,468 11,468 11,099
R1 11,227 11,227 11,042 11,348
PP 10,847 10,847 10,847 10,908
S1 10,606 10,606 10,928 10,727
S2 10,226 10,226 10,871
S3 9,605 9,985 10,814
S4 8,984 9,364 10,644
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 10,468 1,018 9.3% 420 3.8% 51% False True 313,303
10 11,574 10,468 1,106 10.1% 352 3.2% 47% False True 158,845
20 11,788 10,468 1,320 12.0% 278 2.5% 39% False True 79,793
40 11,848 10,468 1,380 12.6% 251 2.3% 37% False True 40,107
60 11,921 10,468 1,453 13.2% 249 2.3% 36% False True 26,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 79
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 13,728
2.618 12,715
1.618 12,094
1.000 11,710
0.618 11,473
HIGH 11,089
0.618 10,852
0.500 10,779
0.382 10,705
LOW 10,468
0.618 10,084
1.000 9,847
1.618 9,463
2.618 8,842
4.250 7,829
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 10,916 10,925
PP 10,847 10,865
S1 10,779 10,806

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

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