mini-sized Dow ($5) Future March 2009


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 10,900 10,860 -40 -0.4% 11,520
High 11,048 11,100 52 0.5% 11,542
Low 10,739 10,614 -125 -1.2% 11,146
Close 11,044 10,659 -385 -3.5% 11,453
Range 309 486 177 57.3% 396
ATR
Volume 51 57 6 11.8% 42
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,249 11,940 10,926
R3 11,763 11,454 10,793
R2 11,277 11,277 10,748
R1 10,968 10,968 10,704 10,880
PP 10,791 10,791 10,791 10,747
S1 10,482 10,482 10,615 10,394
S2 10,305 10,305 10,570
S3 9,819 9,996 10,525
S4 9,333 9,510 10,392
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 10,614 838 7.9% 286 2.7% 5% False True 26
10 11,542 10,614 928 8.7% 241 2.3% 5% False True 17
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 66
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,166
2.618 12,372
1.618 11,886
1.000 11,586
0.618 11,400
HIGH 11,100
0.618 10,914
0.500 10,857
0.382 10,800
LOW 10,614
0.618 10,314
1.000 10,128
1.618 9,828
2.618 9,342
4.250 8,549
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 10,857 10,904
PP 10,791 10,822
S1 10,725 10,741

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

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