mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 10,338 9,966 -372 -3.6% 11,181
High 10,338 10,146 -192 -1.9% 11,199
Low 9,547 9,457 -90 -0.9% 10,331
Close 9,964 9,538 -426 -4.3% 10,364
Range 791 689 -102 -12.9% 868
ATR 417 436 19 4.7% 0
Volume 279,607 353,993 74,386 26.6% 1,168,988
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,781 11,348 9,917
R3 11,092 10,659 9,728
R2 10,403 10,403 9,664
R1 9,970 9,970 9,601 9,842
PP 9,714 9,714 9,714 9,650
S1 9,281 9,281 9,475 9,153
S2 9,025 9,025 9,412
S3 8,336 8,592 9,349
S4 7,647 7,903 9,159
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 9,457 1,483 15.5% 540 5.7% 5% False True 252,446
10 11,199 9,457 1,742 18.3% 495 5.2% 5% False True 248,210
20 11,611 9,457 2,154 22.6% 449 4.7% 4% False True 250,936
40 11,848 9,457 2,391 25.1% 334 3.5% 3% False True 125,913
60 11,848 9,457 2,391 25.1% 303 3.2% 3% False True 84,073
80 12,330 9,457 2,873 30.1% 277 2.9% 3% False True 63,066
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 93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,074
2.618 11,950
1.618 11,261
1.000 10,835
0.618 10,572
HIGH 10,146
0.618 9,883
0.500 9,802
0.382 9,720
LOW 9,457
0.618 9,031
1.000 8,768
1.618 8,342
2.618 7,653
4.250 6,529
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 9,802 10,142
PP 9,714 9,941
S1 9,626 9,739

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

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