mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 11,340 11,502 162 1.4% 11,547
High 11,579 11,583 4 0.0% 11,793
Low 11,314 11,225 -89 -0.8% 11,040
Close 11,505 11,247 -258 -2.2% 11,227
Range 265 358 93 35.1% 753
ATR 236 244 9 3.7% 0
Volume 256,680 291,507 34,827 13.6% 858,802
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,426 12,194 11,444
R3 12,068 11,836 11,346
R2 11,710 11,710 11,313
R1 11,478 11,478 11,280 11,415
PP 11,352 11,352 11,352 11,320
S1 11,120 11,120 11,214 11,057
S2 10,994 10,994 11,181
S3 10,636 10,762 11,149
S4 10,278 10,404 11,050
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 13,612 13,173 11,641
R3 12,859 12,420 11,434
R2 12,106 12,106 11,365
R1 11,667 11,667 11,296 11,510
PP 11,353 11,353 11,353 11,275
S1 10,914 10,914 11,158 10,757
S2 10,600 10,600 11,089
S3 9,847 10,161 11,020
S4 9,094 9,408 10,813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,583 11,040 543 4.8% 269 2.4% 38% True False 252,120
10 11,793 11,040 753 6.7% 239 2.1% 27% False False 210,626
20 11,793 11,040 753 6.7% 227 2.0% 27% False False 206,721
40 11,853 10,812 1,041 9.3% 234 2.1% 42% False False 205,804
60 12,353 10,812 1,541 13.7% 228 2.0% 28% False False 207,893
80 13,139 10,812 2,327 20.7% 218 1.9% 19% False False 157,806
100 13,140 10,812 2,328 20.7% 206 1.8% 19% False False 126,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,105
2.618 12,520
1.618 12,162
1.000 11,941
0.618 11,804
HIGH 11,583
0.618 11,446
0.500 11,404
0.382 11,362
LOW 11,225
0.618 11,004
1.000 10,867
1.618 10,646
2.618 10,288
4.250 9,704
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 11,404 11,312
PP 11,352 11,290
S1 11,299 11,269

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

View Archives - Comment on this page... - Back to Index of Symbols