mini-sized Dow ($5) Future March 2009

Trading Metrics calculated at close of trading on 22-Sep-2008

Day Change Summary
	Previous	Current
	19-Sep-2008	22-Sep-2008	Change	Change %	Previous Week
Open	10,903	11,395	492	4.5%	11,067
High	11,540	11,395	-145	-1.3%	11,540
Low	10,900	11,020	120	1.1%	10,516
Close	11,374	11,078	-296	-2.6%	11,374
Range	640	375	-265	-41.4%	1,024
ATR	318	322	4	1.3%	0
Volume	51	78	27	52.9%	186

Daily Pivots for day following 22-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,289	12,059	11,284
R3	11,914	11,684	11,181
R2	11,539	11,539	11,147
R1	11,309	11,309	11,113	11,237
PP	11,164	11,164	11,164	11,128
S1	10,934	10,934	11,044	10,862
S2	10,789	10,789	11,009
S3	10,414	10,559	10,975
S4	10,039	10,184	10,872

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	14,215	13,819	11,937
R3	13,191	12,795	11,656
R2	12,167	12,167	11,562
R1	11,771	11,771	11,468	11,969
PP	11,143	11,143	11,143	11,243
S1	10,747	10,747	11,280	10,945
S2	10,119	10,119	11,186
S3	9,095	9,723	11,093
S4	8,071	8,699	10,811

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,540	10,516	1,024	9.2%	470	4.2%	55%	False	False	51
10	11,542	10,516	1,026	9.3%	333	3.0%	55%	False	False	29

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	65
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,989
2.618	12,377
1.618	12,002
1.000	11,770
0.618	11,627
HIGH	11,395
0.618	11,252
0.500	11,208
0.382	11,163
LOW	11,020
0.618	10,788
1.000	10,645
1.618	10,413
2.618	10,038
4.250	9,426

Fisher Pivots for day following 22-Sep-2008
Pivot	1 day	3 day
R1	11,208	11,061
PP	11,164	11,045
S1	11,121	11,028

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols