mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 10,826 10,880 54 0.5% 11,326
High 10,903 10,940 37 0.3% 11,392
Low 10,651 10,468 -183 -1.7% 10,750
Close 10,887 10,557 -330 -3.0% 11,147
Range 252 472 220 87.3% 642
ATR 370 377 7 2.0% 0
Volume 203,608 208,618 5,010 2.5% 1,175,757
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 12,071 11,786 10,817
R3 11,599 11,314 10,687
R2 11,127 11,127 10,644
R1 10,842 10,842 10,600 10,749
PP 10,655 10,655 10,655 10,608
S1 10,370 10,370 10,514 10,277
S2 10,183 10,183 10,471
S3 9,711 9,898 10,427
S4 9,239 9,426 10,298
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 7.5% 471 4.5% 19% False False 237,383
10 11,611 10,408 1,203 11.4% 434 4.1% 12% False False 258,801
20 11,611 10,408 1,203 11.4% 393 3.7% 12% False False 208,823
40 11,848 10,408 1,440 13.6% 304 2.9% 10% False False 104,700
60 11,848 10,408 1,440 13.6% 282 2.7% 10% False False 69,912
80 12,345 10,408 1,937 18.3% 258 2.4% 8% False False 52,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 69
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,946
2.618 12,176
1.618 11,704
1.000 11,412
0.618 11,232
HIGH 10,940
0.618 10,760
0.500 10,704
0.382 10,648
LOW 10,468
0.618 10,176
1.000 9,996
1.618 9,704
2.618 9,232
4.250 8,462
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 10,704 10,682
PP 10,655 10,640
S1 10,606 10,599

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

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