mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 8,489 9,468 979 11.5% 10,338
High 9,518 9,898 380 4.0% 10,338
Low 8,489 9,085 596 7.0% 7,878
Close 9,508 9,362 -146 -1.5% 8,370
Range 1,029 813 -216 -21.0% 2,460
ATR 570 587 17 3.1% 0
Volume 507,094 275,477 -231,617 -45.7% 1,719,840
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,887 11,438 9,809
R3 11,074 10,625 9,586
R2 10,261 10,261 9,511
R1 9,812 9,812 9,437 9,630
PP 9,448 9,448 9,448 9,358
S1 8,999 8,999 9,288 8,817
S2 8,635 8,635 9,213
S3 7,822 8,186 9,139
S4 7,009 7,373 8,915
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 9,898 7,878 2,020 21.6% 893 9.5% 73% True False 373,762
10 10,940 7,878 3,062 32.7% 717 7.7% 48% False False 313,104
20 11,611 7,878 3,733 39.9% 598 6.4% 40% False False 305,601
40 11,788 7,878 3,910 41.8% 421 4.5% 38% False False 172,583
60 11,848 7,878 3,970 42.4% 354 3.8% 37% False False 115,196
80 12,057 7,878 4,179 44.6% 326 3.5% 36% False False 86,426
Crabel Price Patterns
NR True
NR4 True
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 180
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,353
2.618 12,027
1.618 11,214
1.000 10,711
0.618 10,401
HIGH 9,898
0.618 9,588
0.500 9,492
0.382 9,396
LOW 9,085
0.618 8,583
1.000 8,272
1.618 7,770
2.618 6,957
4.250 5,630
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 9,492 9,204
PP 9,448 9,046
S1 9,405 8,888

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

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