mini-sized Dow ($5) Future September 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	11,694	11,547	-147	-1.3%	11,617
High	11,698	11,793	95	0.8%	11,711
Low	11,527	11,466	-61	-0.5%	11,340
Close	11,541	11,514	-27	-0.2%	11,541
Range	171	327	156	91.2%	371
ATR	215	223	8	3.7%	0
Volume	175,863	146,389	-29,474	-16.8%	874,625

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,572	12,370	11,694
R3	12,245	12,043	11,604
R2	11,918	11,918	11,574
R1	11,716	11,716	11,544	11,654
PP	11,591	11,591	11,591	11,560
S1	11,389	11,389	11,484	11,327
S2	11,264	11,264	11,454
S3	10,937	11,062	11,424
S4	10,610	10,735	11,334

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,644	12,463	11,745
R3	12,273	12,092	11,643
R2	11,902	11,902	11,609
R1	11,721	11,721	11,575	11,626
PP	11,531	11,531	11,531	11,483
S1	11,350	11,350	11,507	11,255
S2	11,160	11,160	11,473
S3	10,789	10,979	11,439
S4	10,418	10,608	11,337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,793	11,340	453	3.9%	210	1.8%	38%	True	False	169,132
10	11,793	11,286	507	4.4%	212	1.8%	45%	True	False	180,013
20	11,853	11,259	594	5.2%	225	2.0%	43%	False	False	193,277
40	11,853	10,812	1,041	9.0%	234	2.0%	67%	False	False	207,133
60	12,372	10,812	1,560	13.5%	222	1.9%	45%	False	False	189,321
80	13,139	10,812	2,327	20.2%	211	1.8%	30%	False	False	142,054
100	13,140	10,812	2,328	20.2%	200	1.7%	30%	False	False	113,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	13,183
2.618	12,649
1.618	12,322
1.000	12,120
0.618	11,995
HIGH	11,793
0.618	11,668
0.500	11,630
0.382	11,591
LOW	11,466
0.618	11,264
1.000	11,139
1.618	10,937
2.618	10,610
4.250	10,076

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	11,630	11,618
PP	11,591	11,583
S1	11,553	11,549

Download as Excel Spreadsheet

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

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