mini-sized Dow ($5) Future March 2009


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 11,067 10,900 -167 -1.5% 11,520
High 11,193 11,048 -145 -1.3% 11,542
Low 10,953 10,739 -214 -2.0% 11,146
Close 10,936 11,044 108 1.0% 11,453
Range 240 309 69 28.8% 396
ATR
Volume 7 51 44 628.6% 42
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,871 11,766 11,214
R3 11,562 11,457 11,129
R2 11,253 11,253 11,101
R1 11,148 11,148 11,072 11,201
PP 10,944 10,944 10,944 10,970
S1 10,839 10,839 11,016 10,892
S2 10,635 10,635 10,987
S3 10,326 10,530 10,959
S4 10,017 10,221 10,874
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,568 12,407 11,671
R3 12,172 12,011 11,562
R2 11,776 11,776 11,526
R1 11,615 11,615 11,489 11,498
PP 11,380 11,380 11,380 11,322
S1 11,219 11,219 11,417 11,102
S2 10,984 10,984 11,381
S3 10,588 10,823 11,344
S4 10,192 10,427 11,235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,452 10,739 713 6.5% 205 1.9% 43% False True 15
10 11,545 10,739 806 7.3% 202 1.8% 38% False True 14
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 42
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 12,361
2.618 11,857
1.618 11,548
1.000 11,357
0.618 11,239
HIGH 11,048
0.618 10,930
0.500 10,894
0.382 10,857
LOW 10,739
0.618 10,548
1.000 10,430
1.618 10,239
2.618 9,930
4.250 9,426
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 10,994 11,096
PP 10,944 11,078
S1 10,894 11,061

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

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