mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 11,018 11,200 182 1.7% 11,395
High 11,180 11,200 20 0.2% 11,395
Low 10,803 10,419 -384 -3.6% 10,750
Close 11,153 10,470 -683 -6.1% 11,153
Range 377 781 404 107.2% 645
ATR 320 353 33 10.3% 0
Volume 85 468 383 450.6% 492
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 13,039 12,536 10,900
R3 12,258 11,755 10,685
R2 11,477 11,477 10,613
R1 10,974 10,974 10,542 10,835
PP 10,696 10,696 10,696 10,627
S1 10,193 10,193 10,399 10,054
S2 9,915 9,915 10,327
S3 9,134 9,412 10,255
S4 8,353 8,631 10,041
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 11,200 10,419 781 7.5% 406 3.9% 7% True True 176
10 11,540 10,419 1,121 10.7% 438 4.2% 5% False True 113
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 79
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 14,519
2.618 13,245
1.618 12,464
1.000 11,981
0.618 11,683
HIGH 11,200
0.618 10,902
0.500 10,810
0.382 10,717
LOW 10,419
0.618 9,936
1.000 9,638
1.618 9,155
2.618 8,374
4.250 7,100
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 10,810 10,810
PP 10,696 10,696
S1 10,583 10,583

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

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