mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 8,976 8,801 -175 -1.9% 8,489
High 9,284 9,324 40 0.4% 9,898
Low 8,654 8,700 46 0.5% 8,190
Close 8,771 9,317 546 6.2% 8,771
Range 630 624 -6 -1.0% 1,708
ATR 628 627 0 0.0% 0
Volume 461,879 312,142 -149,737 -32.4% 1,918,159
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 10,986 10,775 9,660
R3 10,362 10,151 9,489
R2 9,738 9,738 9,432
R1 9,527 9,527 9,374 9,633
PP 9,114 9,114 9,114 9,166
S1 8,903 8,903 9,260 9,009
S2 8,490 8,490 9,203
S3 7,866 8,279 9,146
S4 7,242 7,655 8,974
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 18.3% 767 8.2% 66% False False 344,641
10 10,146 7,878 2,268 24.3% 818 8.8% 63% False False 367,053
20 11,199 7,878 3,321 35.6% 638 6.8% 43% False False 300,500
40 11,788 7,878 3,910 42.0% 476 5.1% 37% False False 208,731
60 11,848 7,878 3,970 42.6% 390 4.2% 36% False False 139,300
80 11,890 7,878 4,012 43.1% 356 3.8% 36% False False 104,522
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 219
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 11,976
2.618 10,958
1.618 10,334
1.000 9,948
0.618 9,710
HIGH 9,324
0.618 9,086
0.500 9,012
0.382 8,938
LOW 8,700
0.618 8,314
1.000 8,076
1.618 7,690
2.618 7,066
4.250 6,048
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 9,215 9,130
PP 9,114 8,944
S1 9,012 8,757

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

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