mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 9,040 8,570 -470 -5.2% 8,489
High 9,114 8,784 -330 -3.6% 9,898
Low 8,308 8,213 -95 -1.1% 8,190
Close 8,557 8,774 217 2.5% 8,771
Range 806 571 -235 -29.2% 1,708
ATR 621 618 -4 -0.6% 0
Volume 235,142 269,164 34,022 14.5% 1,918,159
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 10,303 10,110 9,088
R3 9,732 9,539 8,931
R2 9,161 9,161 8,879
R1 8,968 8,968 8,826 9,065
PP 8,590 8,590 8,590 8,639
S1 8,397 8,397 8,722 8,494
S2 8,019 8,019 8,669
S3 7,448 7,826 8,617
S4 6,877 7,255 8,460
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 9,327 8,213 1,114 12.7% 594 6.8% 50% False True 302,963
10 9,898 7,878 2,020 23.0% 761 8.7% 44% False False 331,309
20 11,199 7,878 3,321 37.9% 677 7.7% 27% False False 304,713
40 11,788 7,878 3,910 44.6% 503 5.7% 23% False False 227,206
60 11,848 7,878 3,970 45.2% 408 4.7% 23% False False 151,633
80 11,848 7,878 3,970 45.2% 366 4.2% 23% False False 113,779
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 176
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,211
2.618 10,279
1.618 9,708
1.000 9,355
0.618 9,137
HIGH 8,784
0.618 8,566
0.500 8,499
0.382 8,431
LOW 8,213
0.618 7,860
1.000 7,642
1.618 7,289
2.618 6,718
4.250 5,786
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 8,682 8,773
PP 8,590 8,771
S1 8,499 8,770

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

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