mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 9,468 9,374 -94 -1.0% 10,338
High 9,898 9,405 -493 -5.0% 10,338
Low 9,085 8,454 -631 -6.9% 7,878
Close 9,362 8,504 -858 -9.2% 8,370
Range 813 951 138 17.0% 2,460
ATR 587 613 26 4.4% 0
Volume 275,477 367,541 92,064 33.4% 1,719,840
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,641 11,023 9,027
R3 10,690 10,072 8,766
R2 9,739 9,739 8,678
R1 9,121 9,121 8,591 8,955
PP 8,788 8,788 8,788 8,704
S1 8,170 8,170 8,417 8,004
S2 7,837 7,837 8,330
S3 6,886 7,219 8,243
S4 5,935 6,268 7,981
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 23.8% 951 11.2% 31% False False 383,432
10 10,940 7,878 3,062 36.0% 787 9.2% 20% False False 329,497
20 11,611 7,878 3,733 43.9% 618 7.3% 17% False False 303,238
40 11,788 7,878 3,910 46.0% 438 5.1% 16% False False 181,763
60 11,848 7,878 3,970 46.7% 367 4.3% 16% False False 121,320
80 11,925 7,878 4,047 47.6% 335 3.9% 15% False False 91,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 175
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,447
2.618 11,895
1.618 10,944
1.000 10,356
0.618 9,993
HIGH 9,405
0.618 9,042
0.500 8,930
0.382 8,817
LOW 8,454
0.618 7,866
1.000 7,503
1.618 6,915
2.618 5,964
4.250 4,412
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 8,930 9,176
PP 8,788 8,952
S1 8,646 8,728

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

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