mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 9,022 8,871 -151 -1.7% 9,295
High 9,210 8,933 -277 -3.0% 9,635
Low 8,733 8,534 -199 -2.3% 8,611
Close 8,887 8,637 -250 -2.8% 8,996
Range 477 399 -78 -16.4% 1,024
ATR 548 538 -11 -1.9% 0
Volume 228,776 201,444 -27,332 -11.9% 1,064,574
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 9,898 9,667 8,857
R3 9,499 9,268 8,747
R2 9,100 9,100 8,710
R1 8,869 8,869 8,674 8,785
PP 8,701 8,701 8,701 8,660
S1 8,470 8,470 8,601 8,386
S2 8,302 8,302 8,564
S3 7,903 8,071 8,527
S4 7,504 7,672 8,418
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 12,153 11,598 9,559
R3 11,129 10,574 9,278
R2 10,105 10,105 9,184
R1 9,550 9,550 9,090 9,316
PP 9,081 9,081 9,081 8,963
S1 8,526 8,526 8,902 8,292
S2 8,057 8,057 8,808
S3 7,033 7,502 8,715
S4 6,009 6,478 8,433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,635 8,534 1,101 12.7% 469 5.4% 9% False True 219,267
10 9,635 8,534 1,101 12.7% 415 4.8% 9% False True 244,684
20 9,635 7,949 1,686 19.5% 573 6.6% 41% False False 281,577
40 11,611 7,878 3,733 43.2% 586 6.8% 20% False False 293,589
60 11,788 7,878 3,910 45.3% 472 5.5% 19% False False 208,914
80 11,848 7,878 3,970 46.0% 409 4.7% 19% False False 156,791
100 12,057 7,878 4,179 48.4% 375 4.3% 18% False False 125,456
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 87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,629
2.618 9,978
1.618 9,579
1.000 9,332
0.618 9,180
HIGH 8,933
0.618 8,781
0.500 8,734
0.382 8,687
LOW 8,534
0.618 8,288
1.000 8,135
1.618 7,889
2.618 7,490
4.250 6,838
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 8,734 8,872
PP 8,701 8,794
S1 8,669 8,715

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

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