mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 11,063 10,860 -203 -1.8% 11,269
High 11,145 11,040 -105 -0.9% 11,611
Low 10,831 10,750 -81 -0.7% 10,468
Close 10,854 10,860 6 0.1% 11,359
Range 314 290 -24 -7.6% 1,143
ATR 342 338 -4 -1.1% 0
Volume 211,362 237,879 26,517 12.5% 1,857,186
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,753 11,597 11,020
R3 11,463 11,307 10,940
R2 11,173 11,173 10,913
R1 11,017 11,017 10,887 11,005
PP 10,883 10,883 10,883 10,878
S1 10,727 10,727 10,834 10,715
S2 10,593 10,593 10,807
S3 10,303 10,437 10,780
S4 10,013 10,147 10,701
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% 454 4.2% 34% False False 316,839
10 11,611 10,468 1,143 10.5% 412 3.8% 34% False False 276,879
20 11,788 10,468 1,320 12.2% 317 2.9% 30% False False 139,358
40 11,848 10,468 1,380 12.7% 272 2.5% 28% False False 69,917
60 11,848 10,468 1,380 12.7% 261 2.4% 28% False False 46,681
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 96
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,273
2.618 11,799
1.618 11,509
1.000 11,330
0.618 11,219
HIGH 11,040
0.618 10,929
0.500 10,895
0.382 10,861
LOW 10,750
0.618 10,571
1.000 10,460
1.618 10,281
2.618 9,991
4.250 9,518
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 10,895 11,071
PP 10,883 11,001
S1 10,872 10,930

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

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