mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 10,860 10,854 -6 -0.1% 11,269
High 11,040 11,131 91 0.8% 11,611
Low 10,750 10,800 50 0.5% 10,468
Close 10,860 11,018 158 1.5% 11,359
Range 290 331 41 14.1% 1,143
ATR 338 337 0 -0.1% 0
Volume 237,879 207,304 -30,575 -12.9% 1,857,186
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,976 11,828 11,200
R3 11,645 11,497 11,109
R2 11,314 11,314 11,079
R1 11,166 11,166 11,048 11,240
PP 10,983 10,983 10,983 11,020
S1 10,835 10,835 10,988 10,909
S2 10,652 10,652 10,957
S3 10,321 10,504 10,927
S4 9,990 10,173 10,836
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 10,750 861 7.8% 396 3.6% 31% False False 280,220
10 11,611 10,468 1,143 10.4% 408 3.7% 48% False False 296,761
20 11,788 10,468 1,320 12.0% 329 3.0% 42% False False 149,699
40 11,848 10,468 1,380 12.5% 274 2.5% 40% False False 75,094
60 11,848 10,468 1,380 12.5% 263 2.4% 40% False False 50,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,538
2.618 11,998
1.618 11,667
1.000 11,462
0.618 11,336
HIGH 11,131
0.618 11,005
0.500 10,966
0.382 10,927
LOW 10,800
0.618 10,596
1.000 10,469
1.618 10,265
2.618 9,934
4.250 9,393
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 11,001 10,995
PP 10,983 10,971
S1 10,966 10,948

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

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