mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 8,766 8,254 -512 -5.8% 8,801
High 8,778 8,580 -198 -2.3% 9,327
Low 7,980 7,949 -31 -0.4% 7,980
Close 8,261 8,011 -250 -3.0% 8,261
Range 798 631 -167 -20.9% 1,347
ATR 630 631 0 0.0% 0
Volume 378,311 321,988 -56,323 -14.9% 1,431,249
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 10,073 9,673 8,358
R3 9,442 9,042 8,185
R2 8,811 8,811 8,127
R1 8,411 8,411 8,069 8,296
PP 8,180 8,180 8,180 8,122
S1 7,780 7,780 7,953 7,665
S2 7,549 7,549 7,895
S3 6,918 7,149 7,838
S4 6,287 6,518 7,664
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 7,949 1,378 17.2% 629 7.9% 4% False True 288,219
10 9,898 7,949 1,949 24.3% 698 8.7% 3% False True 316,430
20 10,940 7,878 3,062 38.2% 690 8.6% 4% False False 318,348
40 11,788 7,878 3,910 48.8% 527 6.6% 3% False False 244,674
60 11,848 7,878 3,970 49.6% 424 5.3% 3% False False 163,289
80 11,848 7,878 3,970 49.6% 378 4.7% 3% False False 122,531
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 11,262
2.618 10,232
1.618 9,601
1.000 9,211
0.618 8,970
HIGH 8,580
0.618 8,339
0.500 8,265
0.382 8,190
LOW 7,949
0.618 7,559
1.000 7,318
1.618 6,928
2.618 6,297
4.250 5,267
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 8,265 8,367
PP 8,180 8,248
S1 8,096 8,130

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

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