mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 9,529 9,189 -340 -3.6% 11,181
High 9,805 9,468 -337 -3.4% 11,199
Low 9,141 8,539 -602 -6.6% 10,331
Close 9,201 8,598 -603 -6.6% 10,364
Range 664 929 265 39.9% 868
ATR 452 486 34 7.5% 0
Volume 319,190 425,056 105,866 33.2% 1,168,988
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,655 11,056 9,109
R3 10,726 10,127 8,854
R2 9,797 9,797 8,768
R1 9,198 9,198 8,683 9,033
PP 8,868 8,868 8,868 8,786
S1 8,269 8,269 8,513 8,104
S2 7,939 7,939 8,428
S3 7,010 7,340 8,343
S4 6,081 6,411 8,087
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 10,827 8,539 2,288 26.6% 714 8.3% 3% False True 318,850
10 11,199 8,539 2,660 30.9% 593 6.9% 2% False True 278,117
20 11,611 8,539 3,072 35.7% 500 5.8% 2% False True 287,439
40 11,788 8,539 3,249 37.8% 364 4.2% 2% False True 144,503
60 11,848 8,539 3,309 38.5% 320 3.7% 2% False True 96,472
80 12,330 8,539 3,791 44.1% 295 3.4% 2% False True 72,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 132
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 13,416
2.618 11,900
1.618 10,971
1.000 10,397
0.618 10,042
HIGH 9,468
0.618 9,113
0.500 9,004
0.382 8,894
LOW 8,539
0.618 7,965
1.000 7,610
1.618 7,036
2.618 6,107
4.250 4,591
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 9,004 9,343
PP 8,868 9,094
S1 8,733 8,846

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

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