mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 11,350 10,967 -383 -3.4% 11,340
High 11,350 11,094 -256 -2.3% 11,583
Low 10,948 10,738 -210 -1.9% 11,102
Close 10,959 11,052 93 0.8% 11,458
Range 402 356 -46 -11.4% 481
ATR 266 272 6 2.4% 0
Volume 61,639 74,071 12,432 20.2% 1,223,987
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,029 11,897 11,248
R3 11,673 11,541 11,150
R2 11,317 11,317 11,117
R1 11,185 11,185 11,085 11,251
PP 10,961 10,961 10,961 10,995
S1 10,829 10,829 11,019 10,895
S2 10,605 10,605 10,987
S3 10,249 10,473 10,954
S4 9,893 10,117 10,856
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 11,498 10,738 760 6.9% 306 2.8% 41% False True 162,302
10 11,583 10,738 845 7.6% 288 2.6% 37% False True 207,211
20 11,793 10,738 1,055 9.5% 250 2.3% 30% False True 193,612
40 11,853 10,738 1,115 10.1% 239 2.2% 28% False True 194,704
60 11,919 10,738 1,181 10.7% 239 2.2% 27% False True 207,140
80 12,722 10,738 1,984 18.0% 225 2.0% 16% False True 167,940
100 13,140 10,738 2,402 21.7% 213 1.9% 13% False True 134,373
120 13,140 10,738 2,402 21.7% 205 1.8% 13% False True 111,983
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 61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,607
2.618 12,026
1.618 11,670
1.000 11,450
0.618 11,314
HIGH 11,094
0.618 10,958
0.500 10,916
0.382 10,874
LOW 10,738
0.618 10,518
1.000 10,382
1.618 10,162
2.618 9,806
4.250 9,225
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 11,007 11,118
PP 10,961 11,096
S1 10,916 11,074

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

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