mini-sized Dow ($5) Future September 2008

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	11,460	11,350	-110	-1.0%	11,340
High	11,498	11,350	-148	-1.3%	11,583
Low	11,282	10,948	-334	-3.0%	11,102
Close	11,458	10,959	-499	-4.4%	11,458
Range	216	402	186	86.1%	481
ATR	247	266	19	7.6%	0
Volume	142,480	61,639	-80,841	-56.7%	1,223,987

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,292	12,027	11,180
R3	11,890	11,625	11,070
R2	11,488	11,488	11,033
R1	11,223	11,223	10,996	11,155
PP	11,086	11,086	11,086	11,051
S1	10,821	10,821	10,922	10,753
S2	10,684	10,684	10,885
S3	10,282	10,419	10,849
S4	9,880	10,017	10,738

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	10,948	635	5.8%	307	2.8%	2%	False	True	205,789
10	11,793	10,948	845	7.7%	285	2.6%	1%	False	True	214,442
20	11,793	10,948	845	7.7%	246	2.2%	1%	False	True	199,349
40	11,853	10,948	905	8.3%	234	2.1%	1%	False	True	197,130
60	12,054	10,812	1,242	11.3%	237	2.2%	12%	False	False	209,160
80	12,722	10,812	1,910	17.4%	223	2.0%	8%	False	False	167,016
100	13,140	10,812	2,328	21.2%	211	1.9%	6%	False	False	133,633
120	13,140	10,812	2,328	21.2%	203	1.9%	6%	False	False	111,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	56
Widest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	13,059
2.618	12,403
1.618	12,001
1.000	11,752
0.618	11,599
HIGH	11,350
0.618	11,197
0.500	11,149
0.382	11,102
LOW	10,948
0.618	10,700
1.000	10,546
1.618	10,298
2.618	9,896
4.250	9,240

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	11,149	11,223
PP	11,086	11,135
S1	11,022	11,047

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols