mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 8,642 8,280 -362 -4.2% 9,295
High 8,778 8,878 100 1.1% 9,635
Low 8,245 7,945 -300 -3.6% 8,611
Close 8,280 8,830 550 6.6% 8,996
Range 533 933 400 75.0% 1,024
ATR 537 566 28 5.3% 0
Volume 238,577 225,993 -12,584 -5.3% 1,064,574
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 11,350 11,023 9,343
R3 10,417 10,090 9,087
R2 9,484 9,484 9,001
R1 9,157 9,157 8,916 9,321
PP 8,551 8,551 8,551 8,633
S1 8,224 8,224 8,745 8,388
S2 7,618 7,618 8,659
S3 6,685 7,291 8,574
S4 5,752 6,358 8,317
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 7,945 1,265 14.3% 537 6.1% 70% False True 233,279
10 9,635 7,945 1,690 19.1% 474 5.4% 52% False True 225,163
20 9,635 7,945 1,690 19.1% 558 6.3% 52% False True 271,120
40 11,611 7,878 3,733 42.3% 593 6.7% 26% False False 285,073
60 11,788 7,878 3,910 44.3% 488 5.5% 24% False False 216,646
80 11,848 7,878 3,970 45.0% 422 4.8% 24% False False 162,590
100 11,921 7,878 4,043 45.8% 387 4.4% 24% False False 130,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 110
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 12,843
2.618 11,321
1.618 10,388
1.000 9,811
0.618 9,455
HIGH 8,878
0.618 8,522
0.500 8,412
0.382 8,302
LOW 7,945
0.618 7,369
1.000 7,012
1.618 6,436
2.618 5,503
4.250 3,980
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 8,691 8,700
PP 8,551 8,569
S1 8,412 8,439

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

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