mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 8,801 9,312 511 5.8% 8,489
High 9,324 9,327 3 0.0% 9,898
Low 8,700 8,987 287 3.3% 8,190
Close 9,317 9,035 -282 -3.0% 8,771
Range 624 340 -284 -45.5% 1,708
ATR 627 607 -21 -3.3% 0
Volume 312,142 236,490 -75,652 -24.2% 1,918,159
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 10,136 9,926 9,222
R3 9,796 9,586 9,129
R2 9,456 9,456 9,097
R1 9,246 9,246 9,066 9,181
PP 9,116 9,116 9,116 9,084
S1 8,906 8,906 9,004 8,841
S2 8,776 8,776 8,973
S3 8,436 8,566 8,942
S4 8,096 8,226 8,848
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 9,405 8,190 1,215 13.4% 672 7.4% 70% False False 336,844
10 9,898 7,878 2,020 22.4% 783 8.7% 57% False False 355,303
20 11,199 7,878 3,321 36.8% 639 7.1% 35% False False 301,756
40 11,788 7,878 3,910 43.3% 478 5.3% 30% False False 214,628
60 11,848 7,878 3,970 43.9% 394 4.4% 29% False False 143,238
80 11,848 7,878 3,970 43.9% 355 3.9% 29% False False 107,477
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 203
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 10,772
2.618 10,217
1.618 9,877
1.000 9,667
0.618 9,537
HIGH 9,327
0.618 9,197
0.500 9,157
0.382 9,117
LOW 8,987
0.618 8,777
1.000 8,647
1.618 8,437
2.618 8,097
4.250 7,542
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 9,157 9,020
PP 9,116 9,005
S1 9,076 8,991

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

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