mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 8,280 8,820 540 6.5% 9,022
High 8,878 8,914 36 0.4% 9,210
Low 7,945 8,357 412 5.2% 7,945
Close 8,830 8,371 -459 -5.2% 8,371
Range 933 557 -376 -40.3% 1,265
ATR 566 565 -1 -0.1% 0
Volume 225,993 392,273 166,280 73.6% 1,287,063
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 10,218 9,852 8,677
R3 9,661 9,295 8,524
R2 9,104 9,104 8,473
R1 8,738 8,738 8,422 8,643
PP 8,547 8,547 8,547 8,500
S1 8,181 8,181 8,320 8,086
S2 7,990 7,990 8,269
S3 7,433 7,624 8,218
S4 6,876 7,067 8,065
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 12,304 11,602 9,067
R3 11,039 10,337 8,719
R2 9,774 9,774 8,603
R1 9,072 9,072 8,487 8,791
PP 8,509 8,509 8,509 8,368
S1 7,807 7,807 8,255 7,526
S2 7,244 7,244 8,139
S3 5,979 6,542 8,023
S4 4,714 5,277 7,675
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 15.1% 580 6.9% 34% False False 257,412
10 9,635 7,945 1,690 20.2% 490 5.9% 25% False False 235,163
20 9,635 7,945 1,690 20.2% 555 6.6% 25% False False 267,639
40 11,392 7,878 3,514 42.0% 591 7.1% 14% False False 283,388
60 11,788 7,878 3,910 46.7% 494 5.9% 13% False False 223,175
80 11,848 7,878 3,970 47.4% 427 5.1% 12% False False 167,488
100 11,921 7,878 4,043 48.3% 391 4.7% 12% False False 134,024
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 101
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,281
2.618 10,372
1.618 9,815
1.000 9,471
0.618 9,258
HIGH 8,914
0.618 8,701
0.500 8,636
0.382 8,570
LOW 8,357
0.618 8,013
1.000 7,800
1.618 7,456
2.618 6,899
4.250 5,990
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 8,636 8,430
PP 8,547 8,410
S1 8,459 8,391

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

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