mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 8,254 8,023 -231 -2.8% 8,801
High 8,580 9,110 530 6.2% 9,327
Low 7,949 7,957 8 0.1% 7,980
Close 8,011 9,089 1,078 13.5% 8,261
Range 631 1,153 522 82.7% 1,347
ATR 631 668 37 5.9% 0
Volume 321,988 295,869 -26,119 -8.1% 1,431,249
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 12,178 11,786 9,723
R3 11,025 10,633 9,406
R2 9,872 9,872 9,301
R1 9,480 9,480 9,195 9,676
PP 8,719 8,719 8,719 8,817
S1 8,327 8,327 8,983 8,523
S2 7,566 7,566 8,878
S3 6,413 7,174 8,772
S4 5,260 6,021 8,455
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 9,114 7,949 1,165 12.8% 792 8.7% 98% False False 300,094
10 9,405 7,949 1,456 16.0% 732 8.1% 78% False False 318,469
20 10,940 7,878 3,062 33.7% 724 8.0% 40% False False 315,786
40 11,788 7,878 3,910 43.0% 552 6.1% 31% False False 252,046
60 11,848 7,878 3,970 43.7% 440 4.8% 31% False False 168,209
80 11,848 7,878 3,970 43.7% 391 4.3% 31% False False 126,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 145
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 14,010
2.618 12,129
1.618 10,976
1.000 10,263
0.618 9,823
HIGH 9,110
0.618 8,670
0.500 8,534
0.382 8,398
LOW 7,957
0.618 7,245
1.000 6,804
1.618 6,092
2.618 4,939
4.250 3,057
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 8,904 8,903
PP 8,719 8,716
S1 8,534 8,530

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

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