mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 10,460 10,840 380 3.6% 11,395
High 10,880 10,896 16 0.1% 11,395
Low 10,458 10,652 194 1.9% 10,750
Close 10,857 10,883 26 0.2% 11,153
Range 422 244 -178 -42.2% 645
ATR 358 350 -8 -2.3% 0
Volume 240 168 -72 -30.0% 492
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,542 11,457 11,017
R3 11,298 11,213 10,950
R2 11,054 11,054 10,928
R1 10,969 10,969 10,905 11,012
PP 10,810 10,810 10,810 10,832
S1 10,725 10,725 10,861 10,768
S2 10,566 10,566 10,838
S3 10,322 10,481 10,816
S4 10,078 10,237 10,749
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 7.2% 427 3.9% 59% False False 238
10 11,540 10,419 1,121 10.3% 425 3.9% 41% False False 143
20 11,542 10,419 1,123 10.3% 333 3.1% 41% False False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 11,933
2.618 11,535
1.618 11,291
1.000 11,140
0.618 11,047
HIGH 10,896
0.618 10,803
0.500 10,774
0.382 10,745
LOW 10,652
0.618 10,501
1.000 10,408
1.618 10,257
2.618 10,013
4.250 9,615
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 10,847 10,859
PP 10,810 10,834
S1 10,774 10,810

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

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