mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 8,480 8,025 -455 -5.4% 9,022
High 8,497 8,174 -323 -3.8% 9,210
Low 7,970 7,468 -502 -6.3% 7,945
Close 8,027 7,487 -540 -6.7% 8,371
Range 527 706 179 34.0% 1,265
ATR 540 552 12 2.2% 0
Volume 335,735 324,038 -11,697 -3.5% 1,287,063
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 9,828 9,363 7,875
R3 9,122 8,657 7,681
R2 8,416 8,416 7,617
R1 7,951 7,951 7,552 7,831
PP 7,710 7,710 7,710 7,649
S1 7,245 7,245 7,422 7,125
S2 7,004 7,004 7,358
S3 6,298 6,539 7,293
S4 5,592 5,833 7,099
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 8,914 7,468 1,446 19.3% 513 6.8% 1% False True 328,086
10 9,210 7,468 1,742 23.3% 525 7.0% 1% False True 280,682
20 9,635 7,468 2,167 28.9% 538 7.2% 1% False True 277,400
40 11,199 7,468 3,731 49.8% 607 8.1% 1% False True 291,056
60 11,788 7,468 4,320 57.7% 515 6.9% 0% False True 243,937
80 11,848 7,468 4,380 58.5% 441 5.9% 0% False True 183,075
100 11,848 7,468 4,380 58.5% 401 5.3% 0% False True 146,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 133
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,175
2.618 10,022
1.618 9,316
1.000 8,880
0.618 8,610
HIGH 8,174
0.618 7,904
0.500 7,821
0.382 7,738
LOW 7,468
0.618 7,032
1.000 6,762
1.618 6,326
2.618 5,620
4.250 4,468
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 7,821 7,999
PP 7,710 7,828
S1 7,598 7,658

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

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