mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 8,511 8,976 465 5.5% 8,489
High 9,006 9,284 278 3.1% 9,898
Low 8,190 8,654 464 5.7% 8,190
Close 8,966 8,771 -195 -2.2% 8,771
Range 816 630 -186 -22.8% 1,708
ATR 628 628 0 0.0% 0
Volume 306,168 461,879 155,711 50.9% 1,918,159
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 10,793 10,412 9,118
R3 10,163 9,782 8,944
R2 9,533 9,533 8,887
R1 9,152 9,152 8,829 9,028
PP 8,903 8,903 8,903 8,841
S1 8,522 8,522 8,713 8,398
S2 8,273 8,273 8,656
S3 7,643 7,892 8,598
S4 7,013 7,262 8,425
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 14,077 13,132 9,711
R3 12,369 11,424 9,241
R2 10,661 10,661 9,084
R1 9,716 9,716 8,928 10,189
PP 8,953 8,953 8,953 9,189
S1 8,008 8,008 8,615 8,481
S2 7,245 7,245 8,458
S3 5,537 6,300 8,301
S4 3,829 4,592 7,832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,898 8,190 1,708 19.5% 848 9.7% 34% False False 383,631
10 10,338 7,878 2,460 28.0% 834 9.5% 36% False False 363,799
20 11,392 7,878 3,514 40.1% 626 7.1% 25% False False 299,137
40 11,788 7,878 3,910 44.6% 464 5.3% 23% False False 200,943
60 11,848 7,878 3,970 45.3% 385 4.4% 22% False False 134,104
80 11,921 7,878 4,043 46.1% 350 4.0% 22% False False 100,620
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 209
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,962
2.618 10,933
1.618 10,303
1.000 9,914
0.618 9,673
HIGH 9,284
0.618 9,043
0.500 8,969
0.382 8,895
LOW 8,654
0.618 8,265
1.000 8,024
1.618 7,635
2.618 7,005
4.250 5,977
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 8,969 8,798
PP 8,903 8,789
S1 8,837 8,780

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

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