mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 10,880 11,018 138 1.3% 11,395
High 11,125 11,180 55 0.5% 11,395
Low 10,815 10,803 -12 -0.1% 10,750
Close 11,024 11,153 129 1.2% 11,153
Range 310 377 67 21.6% 645
ATR 316 320 4 1.4% 0
Volume 230 85 -145 -63.0% 492
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,176 12,042 11,360
R3 11,799 11,665 11,257
R2 11,422 11,422 11,222
R1 11,288 11,288 11,188 11,355
PP 11,045 11,045 11,045 11,079
S1 10,911 10,911 11,119 10,978
S2 10,668 10,668 11,084
S3 10,291 10,534 11,049
S4 9,914 10,157 10,946
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 13,034 12,739 11,508
R3 12,389 12,094 11,331
R2 11,744 11,744 11,271
R1 11,449 11,449 11,212 11,274
PP 11,099 11,099 11,099 11,012
S1 10,804 10,804 11,094 10,629
S2 10,454 10,454 11,035
S3 9,809 10,159 10,976
S4 9,164 9,514 10,798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,395 10,750 645 5.8% 325 2.9% 62% False False 98
10 11,540 10,516 1,024 9.2% 384 3.4% 62% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 91
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,782
2.618 12,167
1.618 11,790
1.000 11,557
0.618 11,413
HIGH 11,180
0.618 11,036
0.500 10,992
0.382 10,947
LOW 10,803
0.618 10,570
1.000 10,426
1.618 10,193
2.618 9,816
4.250 9,201
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 11,099 11,090
PP 11,045 11,028
S1 10,992 10,965

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

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