mini-sized Dow ($5) Future September 2008

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	10,967	11,037	70	0.6%	11,340
High	11,094	11,147	53	0.5%	11,583
Low	10,738	10,591	-147	-1.4%	11,102
Close	11,052	10,659	-393	-3.6%	11,458
Range	356	556	200	56.2%	481
ATR	272	293	20	7.4%	0
Volume	74,071	59,003	-15,068	-20.3%	1,223,987

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,467	12,119	10,965
R3	11,911	11,563	10,812
R2	11,355	11,355	10,761
R1	11,007	11,007	10,710	10,903
PP	10,799	10,799	10,799	10,747
S1	10,451	10,451	10,608	10,347
S2	10,243	10,243	10,557
S3	9,687	9,895	10,506
S4	9,131	9,339	10,353

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	10,591	907	8.5%	379	3.6%	7%	False	True	117,974
10	11,583	10,591	992	9.3%	329	3.1%	7%	False	True	188,703
20	11,793	10,591	1,202	11.3%	268	2.5%	6%	False	True	186,187
40	11,853	10,591	1,262	11.8%	247	2.3%	5%	False	True	192,509
60	11,919	10,591	1,328	12.5%	246	2.3%	5%	False	True	204,804
80	12,722	10,591	2,131	20.0%	232	2.2%	3%	False	True	168,676
100	13,140	10,591	2,549	23.9%	218	2.0%	3%	False	True	134,962
120	13,140	10,591	2,549	23.9%	208	1.9%	3%	False	True	112,475

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	67
Widest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	13,510
2.618	12,603
1.618	12,047
1.000	11,703
0.618	11,491
HIGH	11,147
0.618	10,935
0.500	10,869
0.382	10,804
LOW	10,591
0.618	10,248
1.000	10,035
1.618	9,692
2.618	9,136
4.250	8,228

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	10,869	10,971
PP	10,799	10,867
S1	10,729	10,763

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