mini-sized Dow ($5) Future December 2008

Trading Metrics calculated at close of trading on 22-Sep-2008

Day Change Summary
	Previous	Current
	19-Sep-2008	22-Sep-2008	Change	Change %	Previous Week
Open	10,987	11,326	339	3.1%	11,269
High	11,611	11,392	-219	-1.9%	11,611
Low	10,961	10,997	36	0.3%	10,468
Close	11,359	11,063	-296	-2.6%	11,359
Range	650	395	-255	-39.2%	1,143
ATR	340	344	4	1.2%	0
Volume	459,681	284,875	-174,806	-38.0%	1,857,186

Daily Pivots for day following 22-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,336	12,094	11,280
R3	11,941	11,699	11,172
R2	11,546	11,546	11,136
R1	11,304	11,304	11,099	11,228
PP	11,151	11,151	11,151	11,112
S1	10,909	10,909	11,027	10,833
S2	10,756	10,756	10,991
S3	10,361	10,514	10,955
S4	9,966	10,119	10,846

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	14,575	14,110	11,988
R3	13,432	12,967	11,673
R2	12,289	12,289	11,569
R1	11,824	11,824	11,464	12,057
PP	11,146	11,146	11,146	11,262
S1	10,681	10,681	11,254	10,914
S2	10,003	10,003	11,150
S3	8,860	9,538	11,045
S4	7,717	8,395	10,730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,611	10,468	1,143	10.3%	517	4.7%	52%	False	False	381,890
10	11,611	10,468	1,143	10.3%	399	3.6%	52%	False	False	232,819
20	11,788	10,468	1,320	11.9%	313	2.8%	45%	False	False	116,963
40	11,848	10,468	1,380	12.5%	266	2.4%	43%	False	False	58,700
60	11,890	10,468	1,422	12.9%	262	2.4%	42%	False	False	39,195

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	83
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,071
2.618	12,426
1.618	12,031
1.000	11,787
0.618	11,636
HIGH	11,392
0.618	11,241
0.500	11,195
0.382	11,148
LOW	10,997
0.618	10,753
1.000	10,602
1.618	10,358
2.618	9,963
4.250	9,318

Fisher Pivots for day following 22-Sep-2008
Pivot	1 day	3 day
R1	11,195	11,055
PP	11,151	11,047
S1	11,107	11,040

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