mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 10,351 10,000 -351 -3.4% 11,200
High 10,351 10,139 -212 -2.0% 11,200
Low 9,549 9,462 -87 -0.9% 10,329
Close 9,961 9,538 -423 -4.2% 10,361
Range 802 677 -125 -15.6% 871
ATR 398 418 20 5.0% 0
Volume 233 655 422 181.1% 1,187
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,744 11,318 9,910
R3 11,067 10,641 9,724
R2 10,390 10,390 9,662
R1 9,964 9,964 9,600 9,839
PP 9,713 9,713 9,713 9,650
S1 9,287 9,287 9,476 9,162
S2 9,036 9,036 9,414
S3 8,359 8,610 9,352
S4 7,682 7,933 9,166
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 10,924 9,462 1,462 15.3% 532 5.6% 5% False True 273
10 11,200 9,462 1,738 18.2% 481 5.0% 4% False True 246
20 11,540 9,462 2,078 21.8% 409 4.3% 4% False True 138
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,016
2.618 11,912
1.618 11,235
1.000 10,816
0.618 10,558
HIGH 10,139
0.618 9,881
0.500 9,801
0.382 9,721
LOW 9,462
0.618 9,044
1.000 8,785
1.618 8,367
2.618 7,690
4.250 6,585
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 9,801 10,136
PP 9,713 9,937
S1 9,626 9,737

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

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