mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 9,189 8,594 -595 -6.5% 10,338
High 9,468 8,909 -559 -5.9% 10,338
Low 8,539 7,878 -661 -7.7% 7,878
Close 8,598 8,370 -228 -2.7% 8,370
Range 929 1,031 102 11.0% 2,460
ATR 486 525 39 8.0% 0
Volume 425,056 341,994 -83,062 -19.5% 1,719,840
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,479 10,955 8,937
R3 10,448 9,924 8,654
R2 9,417 9,417 8,559
R1 8,893 8,893 8,465 8,640
PP 8,386 8,386 8,386 8,259
S1 7,862 7,862 8,276 7,609
S2 7,355 7,355 8,181
S3 6,324 6,831 8,087
S4 5,293 5,800 7,803
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 16,242 14,766 9,723
R3 13,782 12,306 9,047
R2 11,322 11,322 8,821
R1 9,846 9,846 8,596 9,354
PP 8,862 8,862 8,862 8,616
S1 7,386 7,386 8,145 6,894
S2 6,402 6,402 7,919
S3 3,942 4,926 7,694
S4 1,482 2,466 7,017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,338 7,878 2,460 29.4% 821 9.8% 20% False True 343,968
10 11,199 7,878 3,321 39.7% 658 7.9% 15% False True 288,882
20 11,611 7,878 3,733 44.6% 541 6.5% 13% False True 296,088
40 11,788 7,878 3,910 46.7% 385 4.6% 13% False True 153,048
60 11,848 7,878 3,970 47.4% 331 4.0% 12% False True 102,166
80 12,205 7,878 4,327 51.7% 306 3.7% 11% False True 76,644
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 146
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 13,291
2.618 11,608
1.618 10,577
1.000 9,940
0.618 9,546
HIGH 8,909
0.618 8,515
0.500 8,394
0.382 8,272
LOW 7,878
0.618 7,241
1.000 6,847
1.618 6,210
2.618 5,179
4.250 3,496
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 8,394 8,842
PP 8,386 8,684
S1 8,378 8,527

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

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