mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 11,283 11,460 177 1.6% 11,340
High 11,464 11,498 34 0.3% 11,583
Low 11,102 11,282 180 1.6% 11,102
Close 11,455 11,458 3 0.0% 11,458
Range 362 216 -146 -40.3% 481
ATR 250 247 -2 -1.0% 0
Volume 252,681 142,480 -110,201 -43.6% 1,223,987
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,061 11,975 11,577
R3 11,845 11,759 11,518
R2 11,629 11,629 11,498
R1 11,543 11,543 11,478 11,478
PP 11,413 11,413 11,413 11,380
S1 11,327 11,327 11,438 11,262
S2 11,197 11,197 11,419
S3 10,981 11,111 11,399
S4 10,765 10,895 11,339
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,824 12,622 11,723
R3 12,343 12,141 11,590
R2 11,862 11,862 11,546
R1 11,660 11,660 11,502 11,761
PP 11,381 11,381 11,381 11,432
S1 11,179 11,179 11,414 11,280
S2 10,900 10,900 11,370
S3 10,419 10,698 11,326
S4 9,938 10,217 11,194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,583 11,102 481 4.2% 279 2.4% 74% False False 244,797
10 11,793 11,040 753 6.6% 262 2.3% 56% False False 225,865
20 11,793 11,040 753 6.6% 232 2.0% 56% False False 208,335
40 11,853 11,040 813 7.1% 229 2.0% 51% False False 202,396
60 12,115 10,812 1,303 11.4% 232 2.0% 50% False False 211,594
80 12,722 10,812 1,910 16.7% 219 1.9% 34% False False 166,246
100 13,140 10,812 2,328 20.3% 210 1.8% 28% False False 133,018
120 13,140 10,812 2,328 20.3% 201 1.8% 28% False False 110,852
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 57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,416
2.618 12,064
1.618 11,848
1.000 11,714
0.618 11,632
HIGH 11,498
0.618 11,416
0.500 11,390
0.382 11,365
LOW 11,282
0.618 11,149
1.000 11,066
1.618 10,933
2.618 10,717
4.250 10,364
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 11,435 11,405
PP 11,413 11,353
S1 11,390 11,300

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

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