mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 8,594 8,489 -105 -1.2% 10,338
High 8,909 9,518 609 6.8% 10,338
Low 7,878 8,489 611 7.8% 7,878
Close 8,370 9,508 1,138 13.6% 8,370
Range 1,031 1,029 -2 -0.2% 2,460
ATR 525 570 44 8.5% 0
Volume 341,994 507,094 165,100 48.3% 1,719,840
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 12,259 11,912 10,074
R3 11,230 10,883 9,791
R2 10,201 10,201 9,697
R1 9,854 9,854 9,602 10,028
PP 9,172 9,172 9,172 9,258
S1 8,825 8,825 9,414 8,999
S2 8,143 8,143 9,319
S3 7,114 7,796 9,225
S4 6,085 6,767 8,942
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 10,146 7,878 2,268 23.9% 869 9.1% 72% False False 389,465
10 10,940 7,878 3,062 32.2% 682 7.2% 53% False False 320,266
20 11,611 7,878 3,733 39.3% 575 6.0% 44% False False 309,812
40 11,788 7,878 3,910 41.1% 404 4.2% 42% False False 165,706
60 11,848 7,878 3,970 41.8% 344 3.6% 41% False False 110,614
80 12,090 7,878 4,212 44.3% 317 3.3% 39% False False 82,982
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 145
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,891
2.618 12,212
1.618 11,183
1.000 10,547
0.618 10,154
HIGH 9,518
0.618 9,125
0.500 9,004
0.382 8,882
LOW 8,489
0.618 7,853
1.000 7,460
1.618 6,824
2.618 5,795
4.250 4,116
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 9,340 9,238
PP 9,172 8,968
S1 9,004 8,698

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

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