mini-sized Dow ($5) Future December 2008


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 10,559 10,338 -221 -2.1% 11,181
High 10,827 10,338 -489 -4.5% 11,199
Low 10,331 9,547 -784 -7.6% 10,331
Close 10,364 9,964 -400 -3.9% 10,364
Range 496 791 295 59.5% 868
ATR 386 417 31 8.0% 0
Volume 216,407 279,607 63,200 29.2% 1,168,988
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 12,323 11,934 10,399
R3 11,532 11,143 10,182
R2 10,741 10,741 10,109
R1 10,352 10,352 10,037 10,151
PP 9,950 9,950 9,950 9,849
S1 9,561 9,561 9,892 9,360
S2 9,159 9,159 9,819
S3 8,368 8,770 9,747
S4 7,577 7,979 9,529
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 13,235 12,668 10,842
R3 12,367 11,800 10,603
R2 11,499 11,499 10,523
R1 10,932 10,932 10,444 10,782
PP 10,631 10,631 10,631 10,556
S1 10,064 10,064 10,285 9,914
S2 9,763 9,763 10,205
S3 8,895 9,196 10,125
S4 8,027 8,328 9,887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,940 9,547 1,393 14.0% 495 5.0% 30% False True 251,066
10 11,199 9,547 1,652 16.6% 458 4.6% 25% False True 233,947
20 11,611 9,547 2,064 20.7% 428 4.3% 20% False True 233,383
40 11,848 9,547 2,301 23.1% 326 3.3% 18% False True 117,073
60 11,848 9,547 2,301 23.1% 296 3.0% 18% False True 78,174
80 12,330 9,547 2,783 27.9% 270 2.7% 15% False True 58,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 83
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,700
2.618 12,409
1.618 11,618
1.000 11,129
0.618 10,827
HIGH 10,338
0.618 10,036
0.500 9,943
0.382 9,849
LOW 9,547
0.618 9,058
1.000 8,756
1.618 8,267
2.618 7,476
4.250 6,185
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 9,957 10,244
PP 9,950 10,150
S1 9,943 10,057

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

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