mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 8,025 7,521 -504 -6.3% 8,390
High 8,174 8,075 -99 -1.2% 8,558
Low 7,468 7,436 -32 -0.4% 7,436
Close 7,487 8,036 549 7.3% 8,036
Range 706 639 -67 -9.5% 1,122
ATR 552 558 6 1.1% 0
Volume 324,038 441,818 117,780 36.3% 1,689,975
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 9,766 9,540 8,388
R3 9,127 8,901 8,212
R2 8,488 8,488 8,153
R1 8,262 8,262 8,095 8,375
PP 7,849 7,849 7,849 7,906
S1 7,623 7,623 7,978 7,736
S2 7,210 7,210 7,919
S3 6,571 6,984 7,860
S4 5,932 6,345 7,685
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 11,376 10,828 8,653
R3 10,254 9,706 8,345
R2 9,132 9,132 8,242
R1 8,584 8,584 8,139 8,297
PP 8,010 8,010 8,010 7,867
S1 7,462 7,462 7,933 7,175
S2 6,888 6,888 7,830
S3 5,766 6,340 7,728
S4 4,644 5,218 7,419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,558 7,436 1,122 14.0% 529 6.6% 53% False True 337,995
10 9,210 7,436 1,774 22.1% 554 6.9% 34% False True 297,703
20 9,635 7,436 2,199 27.4% 530 6.6% 27% False True 280,576
40 11,199 7,436 3,763 46.8% 614 7.6% 16% False True 296,243
60 11,788 7,436 4,352 54.2% 522 6.5% 14% False True 251,290
80 11,848 7,436 4,412 54.9% 446 5.5% 14% False True 188,593
100 11,848 7,436 4,412 54.9% 405 5.0% 14% False True 150,921
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 140
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,791
2.618 9,748
1.618 9,109
1.000 8,714
0.618 8,470
HIGH 8,075
0.618 7,831
0.500 7,756
0.382 7,680
LOW 7,436
0.618 7,041
1.000 6,797
1.618 6,402
2.618 5,763
4.250 4,720
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 7,943 8,013
PP 7,849 7,990
S1 7,756 7,967

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

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