mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 8,570 8,766 196 2.3% 8,801
High 8,784 8,778 -6 -0.1% 9,327
Low 8,213 7,980 -233 -2.8% 7,980
Close 8,774 8,261 -513 -5.8% 8,261
Range 571 798 227 39.8% 1,347
ATR 618 630 13 2.1% 0
Volume 269,164 378,311 109,147 40.6% 1,431,249
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 10,734 10,295 8,700
R3 9,936 9,497 8,481
R2 9,138 9,138 8,407
R1 8,699 8,699 8,334 8,520
PP 8,340 8,340 8,340 8,250
S1 7,901 7,901 8,188 7,722
S2 7,542 7,542 8,115
S3 6,744 7,103 8,042
S4 5,946 6,305 7,822
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 12,564 11,759 9,002
R3 11,217 10,412 8,632
R2 9,870 9,870 8,508
R1 9,065 9,065 8,385 8,794
PP 8,523 8,523 8,523 8,387
S1 7,718 7,718 8,138 7,447
S2 7,176 7,176 8,014
S3 5,829 6,371 7,891
S4 4,482 5,024 7,520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,327 7,980 1,347 16.3% 628 7.6% 21% False True 286,249
10 9,898 7,980 1,918 23.2% 738 8.9% 15% False True 334,940
20 11,199 7,878 3,321 40.2% 698 8.4% 12% False False 311,911
40 11,788 7,878 3,910 47.3% 518 6.3% 10% False False 236,647
60 11,848 7,878 3,970 48.1% 418 5.1% 10% False False 157,932
80 11,848 7,878 3,970 48.1% 373 4.5% 10% False False 118,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 146
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,170
2.618 10,867
1.618 10,069
1.000 9,576
0.618 9,271
HIGH 8,778
0.618 8,473
0.500 8,379
0.382 8,285
LOW 7,980
0.618 7,487
1.000 7,182
1.618 6,689
2.618 5,891
4.250 4,589
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 8,379 8,547
PP 8,340 8,452
S1 8,300 8,356

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

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