mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 10,455 10,826 371 3.5% 11,326
High 10,888 10,903 15 0.1% 11,392
Low 10,424 10,651 227 2.2% 10,750
Close 10,861 10,887 26 0.2% 11,147
Range 464 252 -212 -45.7% 642
ATR 379 370 -9 -2.4% 0
Volume 347,094 203,608 -143,486 -41.3% 1,175,757
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,570 11,480 11,026
R3 11,318 11,228 10,956
R2 11,066 11,066 10,933
R1 10,976 10,976 10,910 11,021
PP 10,814 10,814 10,814 10,836
S1 10,724 10,724 10,864 10,769
S2 10,562 10,562 10,841
S3 10,310 10,472 10,818
S4 10,058 10,220 10,749
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% 443 4.1% 61% False False 237,120
10 11,611 10,408 1,203 11.0% 449 4.1% 40% False False 276,980
20 11,611 10,408 1,203 11.0% 376 3.5% 40% False False 198,461
40 11,848 10,408 1,440 13.2% 300 2.8% 33% False False 99,494
60 11,848 10,408 1,440 13.2% 279 2.6% 33% False False 66,436
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 84
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 11,974
2.618 11,563
1.618 11,311
1.000 11,155
0.618 11,059
HIGH 10,903
0.618 10,807
0.500 10,777
0.382 10,747
LOW 10,651
0.618 10,495
1.000 10,399
1.618 10,243
2.618 9,991
4.250 9,580
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 10,850 10,859
PP 10,814 10,831
S1 10,777 10,804

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

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