mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 10,880 10,559 -321 -3.0% 11,181
High 10,940 10,827 -113 -1.0% 11,199
Low 10,468 10,331 -137 -1.3% 10,331
Close 10,557 10,364 -193 -1.8% 10,364
Range 472 496 24 5.1% 868
ATR 377 386 8 2.2% 0
Volume 208,618 216,407 7,789 3.7% 1,168,988
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,995 11,676 10,637
R3 11,499 11,180 10,501
R2 11,003 11,003 10,455
R1 10,684 10,684 10,410 10,596
PP 10,507 10,507 10,507 10,463
S1 10,188 10,188 10,319 10,100
S2 10,011 10,011 10,273
S3 9,515 9,692 10,228
S4 9,019 9,196 10,091
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 13,235 12,668 10,842
R3 12,367 11,800 10,603
R2 11,499 11,499 10,523
R1 10,932 10,932 10,444 10,782
PP 10,631 10,631 10,631 10,556
S1 10,064 10,064 10,285 9,914
S2 9,763 9,763 10,205
S3 8,895 9,196 10,125
S4 8,027 8,328 9,887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,199 10,331 868 8.4% 495 4.8% 4% False True 233,797
10 11,392 10,331 1,061 10.2% 418 4.0% 3% False True 234,474
20 11,611 10,331 1,280 12.4% 399 3.8% 3% False True 219,547
40 11,848 10,331 1,517 14.6% 312 3.0% 2% False True 110,099
60 11,848 10,331 1,517 14.6% 286 2.8% 2% False True 73,517
80 12,330 10,331 1,999 19.3% 262 2.5% 2% False True 55,146
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 90
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,935
2.618 12,126
1.618 11,630
1.000 11,323
0.618 11,134
HIGH 10,827
0.618 10,638
0.500 10,579
0.382 10,521
LOW 10,331
0.618 10,025
1.000 9,835
1.618 9,529
2.618 9,033
4.250 8,223
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 10,579 10,636
PP 10,507 10,545
S1 10,436 10,455

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

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