mini-sized Dow ($5) Future March 2009

Trading Metrics calculated at close of trading on 24-Sep-2008

Day Change Summary
	Previous	Current
	23-Sep-2008	24-Sep-2008	Change	Change %	Previous Week
Open	11,070	10,997	-73	-0.7%	11,067
High	11,153	11,012	-141	-1.3%	11,540
Low	10,854	10,750	-104	-1.0%	10,516
Close	10,871	10,865	-6	-0.1%	11,374
Range	299	262	-37	-12.4%	1,024
ATR	320	316	-4	-1.3%	0
Volume	20	79	59	295.0%	186

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	11,662	11,525	11,009
R3	11,400	11,263	10,937
R2	11,138	11,138	10,913
R1	11,001	11,001	10,889	10,939
PP	10,876	10,876	10,876	10,844
S1	10,739	10,739	10,841	10,677
S2	10,614	10,614	10,817
S3	10,352	10,477	10,793
S4	10,090	10,215	10,721

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%	423	3.9%	34%	False	False	49
10	11,540	10,516	1,024	9.4%	355	3.3%	34%	False	False	38

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	70
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	12,126
2.618	11,698
1.618	11,436
1.000	11,274
0.618	11,174
HIGH	11,012
0.618	10,912
0.500	10,881
0.382	10,850
LOW	10,750
0.618	10,588
1.000	10,488
1.618	10,326
2.618	10,064
4.250	9,637

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	10,881	11,073
PP	10,876	11,003
S1	10,870	10,934

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