mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 8,871 8,642 -229 -2.6% 9,295
High 8,933 8,778 -155 -1.7% 9,635
Low 8,534 8,245 -289 -3.4% 8,611
Close 8,637 8,280 -357 -4.1% 8,996
Range 399 533 134 33.6% 1,024
ATR 538 537 0 -0.1% 0
Volume 201,444 238,577 37,133 18.4% 1,064,574
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 10,033 9,690 8,573
R3 9,500 9,157 8,427
R2 8,967 8,967 8,378
R1 8,624 8,624 8,329 8,529
PP 8,434 8,434 8,434 8,387
S1 8,091 8,091 8,231 7,996
S2 7,901 7,901 8,182
S3 7,368 7,558 8,134
S4 6,835 7,025 7,987
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 9,210 8,245 965 11.7% 465 5.6% 4% False True 232,048
10 9,635 8,245 1,390 16.8% 418 5.0% 3% False True 234,965
20 9,635 7,949 1,686 20.4% 553 6.7% 20% False False 275,128
40 11,611 7,878 3,733 45.1% 585 7.1% 11% False False 289,183
60 11,788 7,878 3,910 47.2% 476 5.7% 10% False False 212,885
80 11,848 7,878 3,970 47.9% 414 5.0% 10% False False 159,772
100 11,925 7,878 4,047 48.9% 378 4.6% 10% False False 127,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 77
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,043
2.618 10,174
1.618 9,641
1.000 9,311
0.618 9,108
HIGH 8,778
0.618 8,575
0.500 8,512
0.382 8,449
LOW 8,245
0.618 7,916
1.000 7,712
1.618 7,383
2.618 6,850
4.250 5,980
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 8,512 8,728
PP 8,434 8,578
S1 8,357 8,429

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

View Archives - Comment on this page... - Back to Index of Symbols