mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 10,000 9,500 -500 -5.0% 11,200
High 10,139 9,788 -351 -3.5% 11,200
Low 9,462 9,155 -307 -3.2% 10,329
Close 9,538 9,206 -332 -3.5% 10,361
Range 677 633 -44 -6.5% 871
ATR 418 433 15 3.7% 0
Volume 655 1,085 430 65.6% 1,187
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,282 10,877 9,554
R3 10,649 10,244 9,380
R2 10,016 10,016 9,322
R1 9,611 9,611 9,264 9,497
PP 9,383 9,383 9,383 9,326
S1 8,978 8,978 9,148 8,864
S2 8,750 8,750 9,090
S3 8,117 8,345 9,032
S4 7,484 7,712 8,858
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 9,155 1,769 19.2% 610 6.6% 3% False True 456
10 11,200 9,155 2,045 22.2% 519 5.6% 2% False True 347
20 11,540 9,155 2,385 25.9% 437 4.7% 2% False True 192
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 95
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,478
2.618 11,445
1.618 10,812
1.000 10,421
0.618 10,179
HIGH 9,788
0.618 9,546
0.500 9,472
0.382 9,397
LOW 9,155
0.618 8,764
1.000 8,522
1.618 8,131
2.618 7,498
4.250 6,465
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 9,472 9,753
PP 9,383 9,571
S1 9,295 9,388

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

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