mini-sized Dow ($5) Future March 2009


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 10,860 10,593 -267 -2.5% 11,520
High 11,100 11,055 -45 -0.4% 11,542
Low 10,614 10,516 -98 -0.9% 11,146
Close 10,659 11,000 341 3.2% 11,453
Range 486 539 53 10.9% 396
ATR
Volume 57 20 -37 -64.9% 42
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,474 12,276 11,297
R3 11,935 11,737 11,148
R2 11,396 11,396 11,099
R1 11,198 11,198 11,050 11,297
PP 10,857 10,857 10,857 10,907
S1 10,659 10,659 10,951 10,758
S2 10,318 10,318 10,901
S3 9,779 10,120 10,852
S4 9,240 9,581 10,704
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 10,516 936 8.5% 340 3.1% 52% False True 27
10 11,542 10,516 1,026 9.3% 266 2.4% 47% False True 19
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 74
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 13,346
2.618 12,466
1.618 11,927
1.000 11,594
0.618 11,388
HIGH 11,055
0.618 10,849
0.500 10,786
0.382 10,722
LOW 10,516
0.618 10,183
1.000 9,977
1.618 9,644
2.618 9,105
4.250 8,225
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 10,929 10,936
PP 10,857 10,872
S1 10,786 10,808

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

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