mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 9,295 9,331 36 0.4% 8,254
High 9,421 9,626 205 2.2% 9,428
Low 9,225 9,290 65 0.7% 7,949
Close 9,332 9,587 255 2.7% 9,298
Range 196 336 140 71.4% 1,479
ATR 590 571 -18 -3.1% 0
Volume 255,900 142,558 -113,342 -44.3% 1,569,910
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 10,509 10,384 9,772
R3 10,173 10,048 9,680
R2 9,837 9,837 9,649
R1 9,712 9,712 9,618 9,775
PP 9,501 9,501 9,501 9,532
S1 9,376 9,376 9,556 9,439
S2 9,165 9,165 9,526
S3 8,829 9,040 9,495
S4 8,493 8,704 9,402
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 9,626 8,844 782 8.2% 361 3.8% 95% True False 270,102
10 9,626 7,949 1,677 17.5% 576 6.0% 98% True False 285,098
20 9,898 7,878 2,020 21.1% 680 7.1% 85% False False 320,200
40 11,611 7,878 3,733 38.9% 564 5.9% 46% False False 285,568
60 11,848 7,878 3,970 41.4% 449 4.7% 43% False False 190,675
80 11,848 7,878 3,970 41.4% 397 4.1% 43% False False 143,105
100 12,330 7,878 4,452 46.4% 358 3.7% 38% False False 114,493
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 121
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,054
2.618 10,506
1.618 10,170
1.000 9,962
0.618 9,834
HIGH 9,626
0.618 9,498
0.500 9,458
0.382 9,418
LOW 9,290
0.618 9,082
1.000 8,954
1.618 8,746
2.618 8,410
4.250 7,862
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 9,544 9,502
PP 9,501 9,416
S1 9,458 9,331

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

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