mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 11,326 11,063 -263 -2.3% 11,269
High 11,392 11,145 -247 -2.2% 11,611
Low 10,997 10,831 -166 -1.5% 10,468
Close 11,063 10,854 -209 -1.9% 11,359
Range 395 314 -81 -20.5% 1,143
ATR 344 342 -2 -0.6% 0
Volume 284,875 211,362 -73,513 -25.8% 1,857,186
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,885 11,684 11,027
R3 11,571 11,370 10,940
R2 11,257 11,257 10,912
R1 11,056 11,056 10,883 11,000
PP 10,943 10,943 10,943 10,915
S1 10,742 10,742 10,825 10,686
S2 10,629 10,629 10,797
S3 10,315 10,428 10,768
S4 10,001 10,114 10,681
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 10.5% 507 4.7% 34% False False 352,221
10 11,611 10,468 1,143 10.5% 402 3.7% 34% False False 253,663
20 11,788 10,468 1,320 12.2% 316 2.9% 29% False False 127,499
40 11,848 10,468 1,380 12.7% 271 2.5% 28% False False 63,978
60 11,848 10,468 1,380 12.7% 260 2.4% 28% False False 42,718
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 91
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,480
2.618 11,967
1.618 11,653
1.000 11,459
0.618 11,339
HIGH 11,145
0.618 11,025
0.500 10,988
0.382 10,951
LOW 10,831
0.618 10,637
1.000 10,517
1.618 10,323
2.618 10,009
4.250 9,497
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 10,988 11,221
PP 10,943 11,099
S1 10,899 10,976

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

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