mini-sized Dow ($5) Future March 2009


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 10,895 10,600 -295 -2.7% 11,200
High 10,924 10,810 -114 -1.0% 11,200
Low 10,467 10,329 -138 -1.3% 10,329
Close 10,554 10,361 -193 -1.8% 10,361
Range 457 481 24 5.3% 871
ATR 358 366 9 2.5% 0
Volume 158 153 -5 -3.2% 1,187
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,943 11,633 10,626
R3 11,462 11,152 10,493
R2 10,981 10,981 10,449
R1 10,671 10,671 10,405 10,586
PP 10,500 10,500 10,500 10,457
S1 10,190 10,190 10,317 10,105
S2 10,019 10,019 10,273
S3 9,538 9,709 10,229
S4 9,057 9,228 10,097
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 13,243 12,673 10,840
R3 12,372 11,802 10,601
R2 11,501 11,501 10,521
R1 10,931 10,931 10,441 10,781
PP 10,630 10,630 10,630 10,555
S1 10,060 10,060 10,281 9,910
S2 9,759 9,759 10,201
S3 8,888 9,189 10,122
S4 8,017 8,318 9,882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,200 10,329 871 8.4% 477 4.6% 4% False True 237
10 11,395 10,329 1,066 10.3% 401 3.9% 3% False True 167
20 11,542 10,329 1,213 11.7% 358 3.5% 3% False True 95
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 62
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,854
2.618 12,069
1.618 11,588
1.000 11,291
0.618 11,107
HIGH 10,810
0.618 10,626
0.500 10,570
0.382 10,513
LOW 10,329
0.618 10,032
1.000 9,848
1.618 9,551
2.618 9,070
4.250 8,285
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 10,570 10,627
PP 10,500 10,538
S1 10,431 10,450

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

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