mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 11,395 11,070 -325 -2.9% 11,067
High 11,395 11,153 -242 -2.1% 11,540
Low 11,020 10,854 -166 -1.5% 10,516
Close 11,078 10,871 -207 -1.9% 11,374
Range 375 299 -76 -20.3% 1,024
ATR 322 320 -2 -0.5% 0
Volume 78 20 -58 -74.4% 186
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,856 11,663 11,036
R3 11,557 11,364 10,953
R2 11,258 11,258 10,926
R1 11,065 11,065 10,899 11,012
PP 10,959 10,959 10,959 10,933
S1 10,766 10,766 10,844 10,713
S2 10,660 10,660 10,816
S3 10,361 10,467 10,789
S4 10,062 10,168 10,707
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 9.4% 468 4.3% 35% False False 45
10 11,540 10,516 1,024 9.4% 337 3.1% 35% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 70
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,424
2.618 11,936
1.618 11,637
1.000 11,452
0.618 11,338
HIGH 11,153
0.618 11,039
0.500 11,004
0.382 10,968
LOW 10,854
0.618 10,669
1.000 10,555
1.618 10,370
2.618 10,071
4.250 9,583
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 11,004 11,197
PP 10,959 11,088
S1 10,915 10,980

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

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