mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 10,854 11,008 154 1.4% 11,326
High 11,131 11,177 46 0.4% 11,392
Low 10,800 10,800 0 0.0% 10,750
Close 11,018 11,147 129 1.2% 11,147
Range 331 377 46 13.9% 642
ATR 337 340 3 0.8% 0
Volume 207,304 234,337 27,033 13.0% 1,175,757
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,172 12,037 11,354
R3 11,795 11,660 11,251
R2 11,418 11,418 11,216
R1 11,283 11,283 11,182 11,351
PP 11,041 11,041 11,041 11,075
S1 10,906 10,906 11,113 10,974
S2 10,664 10,664 11,078
S3 10,287 10,529 11,043
S4 9,910 10,152 10,940
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 13,022 12,727 11,500
R3 12,380 12,085 11,324
R2 11,738 11,738 11,265
R1 11,443 11,443 11,206 11,270
PP 11,096 11,096 11,096 11,010
S1 10,801 10,801 11,088 10,628
S2 10,454 10,454 11,029
S3 9,812 10,159 10,971
S4 9,170 9,517 10,794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,392 10,750 642 5.8% 342 3.1% 62% False False 235,151
10 11,611 10,468 1,143 10.3% 425 3.8% 59% False False 303,294
20 11,788 10,468 1,320 11.8% 339 3.0% 51% False False 161,383
40 11,848 10,468 1,380 12.4% 278 2.5% 49% False False 80,942
60 11,848 10,468 1,380 12.4% 265 2.4% 49% False False 54,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 97
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,779
2.618 12,164
1.618 11,787
1.000 11,554
0.618 11,410
HIGH 11,177
0.618 11,033
0.500 10,989
0.382 10,944
LOW 10,800
0.618 10,567
1.000 10,423
1.618 10,190
2.618 9,813
4.250 9,198
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 11,094 11,086
PP 11,041 11,025
S1 10,989 10,964

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

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