mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 9,374 8,511 -863 -9.2% 10,338
High 9,405 9,006 -399 -4.2% 10,338
Low 8,454 8,190 -264 -3.1% 7,878
Close 8,504 8,966 462 5.4% 8,370
Range 951 816 -135 -14.2% 2,460
ATR 613 628 14 2.4% 0
Volume 367,541 306,168 -61,373 -16.7% 1,719,840
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 11,169 10,883 9,415
R3 10,353 10,067 9,191
R2 9,537 9,537 9,116
R1 9,251 9,251 9,041 9,394
PP 8,721 8,721 8,721 8,792
S1 8,435 8,435 8,891 8,578
S2 7,905 7,905 8,817
S3 7,089 7,619 8,742
S4 6,273 6,803 8,517
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 22.5% 928 10.4% 54% False False 359,654
10 10,827 7,878 2,949 32.9% 821 9.2% 37% False False 339,252
20 11,611 7,878 3,733 41.6% 627 7.0% 29% False False 299,027
40 11,788 7,878 3,910 43.6% 453 5.0% 28% False False 189,410
60 11,848 7,878 3,970 44.3% 377 4.2% 27% False False 126,414
80 11,921 7,878 4,043 45.1% 344 3.8% 27% False False 94,847
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 201
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,474
2.618 11,142
1.618 10,326
1.000 9,822
0.618 9,510
HIGH 9,006
0.618 8,694
0.500 8,598
0.382 8,502
LOW 8,190
0.618 7,686
1.000 7,374
1.618 6,870
2.618 6,054
4.250 4,722
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 8,843 9,044
PP 8,721 9,018
S1 8,598 8,992

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

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