mini-sized Dow ($5) Future December 2008


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 9,966 9,529 -437 -4.4% 11,181
High 10,146 9,805 -341 -3.4% 11,199
Low 9,457 9,141 -316 -3.3% 10,331
Close 9,538 9,201 -337 -3.5% 10,364
Range 689 664 -25 -3.6% 868
ATR 436 452 16 3.7% 0
Volume 353,993 319,190 -34,803 -9.8% 1,168,988
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,374 10,952 9,566
R3 10,710 10,288 9,384
R2 10,046 10,046 9,323
R1 9,624 9,624 9,262 9,503
PP 9,382 9,382 9,382 9,322
S1 8,960 8,960 9,140 8,839
S2 8,718 8,718 9,079
S3 8,054 8,296 9,019
S4 7,390 7,632 8,836
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 9,141 1,799 19.6% 623 6.8% 3% False True 275,563
10 11,199 9,141 2,058 22.4% 533 5.8% 3% False True 256,341
20 11,611 9,141 2,470 26.8% 472 5.1% 2% False True 266,610
40 11,788 9,141 2,647 28.8% 346 3.8% 2% False True 133,883
60 11,848 9,141 2,707 29.4% 309 3.4% 2% False True 89,391
80 12,330 9,141 3,189 34.7% 284 3.1% 2% False True 67,056
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 109
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,627
2.618 11,543
1.618 10,879
1.000 10,469
0.618 10,215
HIGH 9,805
0.618 9,551
0.500 9,473
0.382 9,395
LOW 9,141
0.618 8,731
1.000 8,477
1.618 8,067
2.618 7,403
4.250 6,319
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 9,473 9,740
PP 9,382 9,560
S1 9,292 9,381

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

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