mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 11,181 10,455 -726 -6.5% 11,326
High 11,199 10,888 -311 -2.8% 11,392
Low 10,408 10,424 16 0.2% 10,750
Close 10,474 10,861 387 3.7% 11,147
Range 791 464 -327 -41.3% 642
ATR 372 379 7 1.8% 0
Volume 193,261 347,094 153,833 79.6% 1,175,757
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,116 11,953 11,116
R3 11,652 11,489 10,989
R2 11,188 11,188 10,946
R1 11,025 11,025 10,904 11,107
PP 10,724 10,724 10,724 10,765
S1 10,561 10,561 10,819 10,643
S2 10,260 10,260 10,776
S3 9,796 10,097 10,734
S4 9,332 9,633 10,606
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 7.3% 451 4.1% 57% False False 243,975
10 11,611 10,408 1,203 11.1% 479 4.4% 38% False False 298,098
20 11,788 10,408 1,380 12.7% 380 3.5% 33% False False 188,306
40 11,848 10,408 1,440 13.3% 298 2.7% 31% False False 94,421
60 11,848 10,408 1,440 13.3% 280 2.6% 31% False False 63,044
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,860
2.618 12,103
1.618 11,639
1.000 11,352
0.618 11,175
HIGH 10,888
0.618 10,711
0.500 10,656
0.382 10,601
LOW 10,424
0.618 10,137
1.000 9,960
1.618 9,673
2.618 9,209
4.250 8,452
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 10,793 10,842
PP 10,724 10,823
S1 10,656 10,804

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

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