mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 11,008 11,181 173 1.6% 11,326
High 11,177 11,199 22 0.2% 11,392
Low 10,800 10,408 -392 -3.6% 10,750
Close 11,147 10,474 -673 -6.0% 11,147
Range 377 791 414 109.8% 642
ATR 340 372 32 9.5% 0
Volume 234,337 193,261 -41,076 -17.5% 1,175,757
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 13,067 12,561 10,909
R3 12,276 11,770 10,692
R2 11,485 11,485 10,619
R1 10,979 10,979 10,547 10,837
PP 10,694 10,694 10,694 10,622
S1 10,188 10,188 10,402 10,046
S2 9,903 9,903 10,329
S3 9,112 9,397 10,257
S4 8,321 8,606 10,039
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 11,199 10,408 791 7.6% 421 4.0% 8% True True 216,828
10 11,611 10,408 1,203 11.5% 469 4.5% 5% False True 299,359
20 11,788 10,408 1,380 13.2% 365 3.5% 5% False True 170,999
40 11,848 10,408 1,440 13.7% 291 2.8% 5% False True 85,759
60 11,848 10,408 1,440 13.7% 275 2.6% 5% False True 57,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 97
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 14,561
2.618 13,270
1.618 12,479
1.000 11,990
0.618 11,688
HIGH 11,199
0.618 10,897
0.500 10,804
0.382 10,710
LOW 10,408
0.618 9,919
1.000 9,617
1.618 9,128
2.618 8,337
4.250 7,046
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 10,804 10,804
PP 10,694 10,694
S1 10,584 10,584

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

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