mini-sized Dow ($5) Future March 2009

Trading Metrics calculated at close of trading on 30-Sep-2008

Day Change Summary
	Previous	Current
	29-Sep-2008	30-Sep-2008	Change	Change %	Previous Week
Open	11,200	10,460	-740	-6.6%	11,395
High	11,200	10,880	-320	-2.9%	11,395
Low	10,419	10,458	39	0.4%	10,750
Close	10,470	10,857	387	3.7%	11,153
Range	781	422	-359	-46.0%	645
ATR	353	358	5	1.4%	0
Volume	468	240	-228	-48.7%	492

Daily Pivots for day following 30-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	11,998	11,849	11,089
R3	11,576	11,427	10,973
R2	11,154	11,154	10,934
R1	11,005	11,005	10,896	11,080
PP	10,732	10,732	10,732	10,769
S1	10,583	10,583	10,818	10,658
S2	10,310	10,310	10,780
S3	9,888	10,161	10,741
S4	9,466	9,739	10,625

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	13,034	12,739	11,508
R3	12,389	12,094	11,331
R2	11,744	11,744	11,271
R1	11,449	11,449	11,212	11,274
PP	11,099	11,099	11,099	11,012
S1	10,804	10,804	11,094	10,629
S2	10,454	10,454	11,035
S3	9,809	10,159	10,976
S4	9,164	9,514	10,798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,200	10,419	781	7.2%	431	4.0%	56%	False	False	220
10	11,540	10,419	1,121	10.3%	449	4.1%	39%	False	False	132
20	11,545	10,419	1,126	10.4%	326	3.0%	39%	False	False	73

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

Fibonacci Retracements and Extensions
4.250	12,674
2.618	11,985
1.618	11,563
1.000	11,302
0.618	11,141
HIGH	10,880
0.618	10,719
0.500	10,669
0.382	10,619
LOW	10,458
0.618	10,197
1.000	10,036
1.618	9,775
2.618	9,353
4.250	8,665

Fisher Pivots for day following 30-Sep-2008
Pivot	1 day	3 day
R1	10,794	10,841
PP	10,732	10,825
S1	10,669	10,810

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