mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 11,201 11,340 139 1.2% 11,547
High 11,247 11,579 332 3.0% 11,793
Low 11,040 11,314 274 2.5% 11,040
Close 11,227 11,505 278 2.5% 11,227
Range 207 265 58 28.0% 753
ATR 227 236 9 3.9% 0
Volume 259,982 256,680 -3,302 -1.3% 858,802
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,261 12,148 11,651
R3 11,996 11,883 11,578
R2 11,731 11,731 11,554
R1 11,618 11,618 11,529 11,675
PP 11,466 11,466 11,466 11,494
S1 11,353 11,353 11,481 11,410
S2 11,201 11,201 11,457
S3 10,936 11,088 11,432
S4 10,671 10,823 11,359
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 13,612 13,173 11,641
R3 12,859 12,420 11,434
R2 12,106 12,106 11,365
R1 11,667 11,667 11,296 11,510
PP 11,353 11,353 11,353 11,275
S1 10,914 10,914 11,158 10,757
S2 10,600 10,600 11,089
S3 9,847 10,161 11,020
S4 9,094 9,408 10,813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,793 11,040 753 6.5% 263 2.3% 62% False False 223,096
10 11,793 11,040 753 6.5% 231 2.0% 62% False False 199,010
20 11,853 11,040 813 7.1% 219 1.9% 57% False False 203,779
40 11,853 10,812 1,041 9.0% 231 2.0% 67% False False 206,173
60 12,353 10,812 1,541 13.4% 226 2.0% 45% False False 205,212
80 13,139 10,812 2,327 20.2% 216 1.9% 30% False False 154,163
100 13,140 10,812 2,328 20.2% 205 1.8% 30% False False 123,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,705
2.618 12,273
1.618 12,008
1.000 11,844
0.618 11,743
HIGH 11,579
0.618 11,478
0.500 11,447
0.382 11,415
LOW 11,314
0.618 11,150
1.000 11,049
1.618 10,885
2.618 10,620
4.250 10,188
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 11,486 11,440
PP 11,466 11,375
S1 11,447 11,310

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

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