mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 11,037 10,656 -381 -3.5% 11,340
High 11,147 11,086 -61 -0.5% 11,583
Low 10,591 10,465 -126 -1.2% 11,102
Close 10,659 10,982 323 3.0% 11,458
Range 556 621 65 11.7% 481
ATR 293 316 23 8.0% 0
Volume 59,003 46,152 -12,851 -21.8% 1,223,987
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,707 12,466 11,324
R3 12,086 11,845 11,153
R2 11,465 11,465 11,096
R1 11,224 11,224 11,039 11,345
PP 10,844 10,844 10,844 10,905
S1 10,603 10,603 10,925 10,724
S2 10,223 10,223 10,868
S3 9,602 9,982 10,811
S4 8,981 9,361 10,641
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 10,465 1,033 9.4% 430 3.9% 50% False True 76,669
10 11,583 10,465 1,118 10.2% 354 3.2% 46% False True 172,483
20 11,793 10,465 1,328 12.1% 290 2.6% 39% False True 179,004
40 11,853 10,465 1,388 12.6% 259 2.4% 37% False True 189,119
60 11,919 10,465 1,454 13.2% 254 2.3% 36% False True 203,369
80 12,722 10,465 2,257 20.6% 238 2.2% 23% False True 169,251
100 13,140 10,465 2,675 24.4% 223 2.0% 19% False True 135,424
120 13,140 10,465 2,675 24.4% 211 1.9% 19% False True 112,859
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 85
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 13,725
2.618 12,712
1.618 12,091
1.000 11,707
0.618 11,470
HIGH 11,086
0.618 10,849
0.500 10,776
0.382 10,702
LOW 10,465
0.618 10,081
1.000 9,844
1.618 9,460
2.618 8,839
4.250 7,826
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 10,913 10,923
PP 10,844 10,865
S1 10,776 10,806

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

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