mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 9,331 9,580 249 2.7% 8,254
High 9,626 9,635 9 0.1% 9,428
Low 9,290 9,081 -209 -2.2% 7,949
Close 9,587 9,175 -412 -4.3% 9,298
Range 336 554 218 64.9% 1,479
ATR 571 570 -1 -0.2% 0
Volume 142,558 174,669 32,111 22.5% 1,569,910
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 10,959 10,621 9,480
R3 10,405 10,067 9,327
R2 9,851 9,851 9,277
R1 9,513 9,513 9,226 9,405
PP 9,297 9,297 9,297 9,243
S1 8,959 8,959 9,124 8,851
S2 8,743 8,743 9,074
S3 8,189 8,405 9,023
S4 7,635 7,851 8,870
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 9,635 8,873 762 8.3% 371 4.0% 40% True False 237,881
10 9,635 7,949 1,686 18.4% 551 6.0% 73% True False 279,051
20 9,898 7,878 2,020 22.0% 674 7.3% 64% False False 312,974
40 11,611 7,878 3,733 40.7% 573 6.2% 35% False False 289,792
60 11,788 7,878 3,910 42.6% 455 5.0% 33% False False 193,580
80 11,848 7,878 3,970 43.3% 401 4.4% 33% False False 145,287
100 12,330 7,878 4,452 48.5% 362 3.9% 29% False False 116,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 119
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,990
2.618 11,085
1.618 10,531
1.000 10,189
0.618 9,977
HIGH 9,635
0.618 9,423
0.500 9,358
0.382 9,293
LOW 9,081
0.618 8,739
1.000 8,527
1.618 8,185
2.618 7,631
4.250 6,727
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 9,358 9,358
PP 9,297 9,297
S1 9,236 9,236

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

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