mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 8,820 8,390 -430 -4.9% 9,022
High 8,914 8,558 -356 -4.0% 9,210
Low 8,357 8,231 -126 -1.5% 7,945
Close 8,371 8,259 -112 -1.3% 8,371
Range 557 327 -230 -41.3% 1,265
ATR 565 548 -17 -3.0% 0
Volume 392,273 308,215 -84,058 -21.4% 1,287,063
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 9,330 9,122 8,439
R3 9,003 8,795 8,349
R2 8,676 8,676 8,319
R1 8,468 8,468 8,289 8,409
PP 8,349 8,349 8,349 8,320
S1 8,141 8,141 8,229 8,082
S2 8,022 8,022 8,199
S3 7,695 7,814 8,169
S4 7,368 7,487 8,079
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 8,933 7,945 988 12.0% 550 6.7% 32% False False 273,300
10 9,635 7,945 1,690 20.5% 503 6.1% 19% False False 240,395
20 9,635 7,945 1,690 20.5% 540 6.5% 19% False False 267,443
40 11,199 7,878 3,321 40.2% 589 7.1% 11% False False 283,972
60 11,788 7,878 3,910 47.3% 497 6.0% 10% False False 228,302
80 11,848 7,878 3,970 48.1% 427 5.2% 10% False False 171,336
100 11,890 7,878 4,012 48.6% 393 4.8% 9% False False 137,106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 110
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,948
2.618 9,414
1.618 9,087
1.000 8,885
0.618 8,760
HIGH 8,558
0.618 8,433
0.500 8,395
0.382 8,356
LOW 8,231
0.618 8,029
1.000 7,904
1.618 7,702
2.618 7,375
4.250 6,841
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 8,395 8,430
PP 8,349 8,373
S1 8,304 8,316

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

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