mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 10,600 10,351 -249 -2.3% 11,200
High 10,810 10,351 -459 -4.2% 11,200
Low 10,329 9,549 -780 -7.6% 10,329
Close 10,361 9,961 -400 -3.9% 10,361
Range 481 802 321 66.7% 871
ATR 366 398 32 8.7% 0
Volume 153 233 80 52.3% 1,187
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 12,360 11,962 10,402
R3 11,558 11,160 10,182
R2 10,756 10,756 10,108
R1 10,358 10,358 10,035 10,156
PP 9,954 9,954 9,954 9,853
S1 9,556 9,556 9,888 9,354
S2 9,152 9,152 9,814
S3 8,350 8,754 9,741
S4 7,548 7,952 9,520
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 13,243 12,673 10,840
R3 12,372 11,802 10,601
R2 11,501 11,501 10,521
R1 10,931 10,931 10,441 10,781
PP 10,630 10,630 10,630 10,555
S1 10,060 10,060 10,281 9,910
S2 9,759 9,759 10,201
S3 8,888 9,189 10,122
S4 8,017 8,318 9,882
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,924 9,549 1,375 13.8% 481 4.8% 30% False True 190
10 11,200 9,549 1,651 16.6% 444 4.5% 25% False True 183
20 11,542 9,549 1,993 20.0% 388 3.9% 21% False True 106
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 62
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 13,760
2.618 12,451
1.618 11,649
1.000 11,153
0.618 10,847
HIGH 10,351
0.618 10,045
0.500 9,950
0.382 9,855
LOW 9,549
0.618 9,053
1.000 8,747
1.618 8,251
2.618 7,449
4.250 6,141
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 9,957 10,237
PP 9,954 10,145
S1 9,950 10,053

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

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