mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 8,876 9,216 340 3.8% 8,254
High 9,246 9,428 182 2.0% 9,428
Low 8,873 9,035 162 1.8% 7,949
Close 9,226 9,298 72 0.8% 9,298
Range 373 393 20 5.4% 1,479
ATR 637 620 -17 -2.7% 0
Volume 324,007 292,272 -31,735 -9.8% 1,569,910
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 10,433 10,258 9,514
R3 10,040 9,865 9,406
R2 9,647 9,647 9,370
R1 9,472 9,472 9,334 9,560
PP 9,254 9,254 9,254 9,297
S1 9,079 9,079 9,262 9,167
S2 8,861 8,861 9,226
S3 8,468 8,686 9,190
S4 8,075 8,293 9,082
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 13,329 12,792 10,112
R3 11,850 11,313 9,705
R2 10,371 10,371 9,569
R1 9,834 9,834 9,434 10,103
PP 8,892 8,892 8,892 9,026
S1 8,355 8,355 9,163 8,624
S2 7,413 7,413 9,027
S3 5,934 6,876 8,891
S4 4,455 5,397 8,485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,428 7,949 1,479 15.9% 611 6.6% 91% True False 313,982
10 9,428 7,949 1,479 15.9% 620 6.7% 91% True False 300,115
20 10,338 7,878 2,460 26.5% 727 7.8% 58% False False 331,957
40 11,611 7,878 3,733 40.1% 563 6.1% 38% False False 275,752
60 11,848 7,878 3,970 42.7% 450 4.8% 36% False False 184,052
80 11,848 7,878 3,970 42.7% 396 4.3% 36% False False 138,127
100 12,330 7,878 4,452 47.9% 355 3.8% 32% False False 110,508
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 121
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,098
2.618 10,457
1.618 10,064
1.000 9,821
0.618 9,671
HIGH 9,428
0.618 9,278
0.500 9,232
0.382 9,185
LOW 9,035
0.618 8,792
1.000 8,642
1.618 8,399
2.618 8,006
4.250 7,365
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 9,276 9,244
PP 9,254 9,190
S1 9,232 9,136

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

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