mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 11,502 11,241 -261 -2.3% 11,547
High 11,583 11,383 -200 -1.7% 11,793
Low 11,225 11,189 -36 -0.3% 11,040
Close 11,247 11,291 44 0.4% 11,227
Range 358 194 -164 -45.8% 753
ATR 244 241 -4 -1.5% 0
Volume 291,507 280,639 -10,868 -3.7% 858,802
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,870 11,774 11,398
R3 11,676 11,580 11,344
R2 11,482 11,482 11,327
R1 11,386 11,386 11,309 11,434
PP 11,288 11,288 11,288 11,312
S1 11,192 11,192 11,273 11,240
S2 11,094 11,094 11,256
S3 10,900 10,998 11,238
S4 10,706 10,804 11,184
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 11,583 11,040 543 4.8% 279 2.5% 46% False False 259,433
10 11,793 11,040 753 6.7% 249 2.2% 33% False False 218,972
20 11,793 11,040 753 6.7% 227 2.0% 33% False False 210,541
40 11,853 10,851 1,002 8.9% 231 2.0% 44% False False 206,814
60 12,353 10,812 1,541 13.6% 230 2.0% 31% False False 209,990
80 13,010 10,812 2,198 19.5% 218 1.9% 22% False False 161,310
100 13,140 10,812 2,328 20.6% 207 1.8% 21% False False 129,067
120 13,140 10,812 2,328 20.6% 197 1.7% 21% False False 107,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,208
2.618 11,891
1.618 11,697
1.000 11,577
0.618 11,503
HIGH 11,383
0.618 11,309
0.500 11,286
0.382 11,263
LOW 11,189
0.618 11,069
1.000 10,995
1.618 10,875
2.618 10,681
4.250 10,365
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 11,289 11,386
PP 11,288 11,354
S1 11,286 11,323

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

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