mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 7,521 8,075 554 7.4% 8,390
High 8,075 8,587 512 6.3% 8,558
Low 7,436 7,906 470 6.3% 7,436
Close 8,036 8,385 349 4.3% 8,036
Range 639 681 42 6.6% 1,122
ATR 558 567 9 1.6% 0
Volume 441,818 405,390 -36,428 -8.2% 1,689,975
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 10,336 10,041 8,760
R3 9,655 9,360 8,572
R2 8,974 8,974 8,510
R1 8,679 8,679 8,448 8,827
PP 8,293 8,293 8,293 8,366
S1 7,998 7,998 8,323 8,146
S2 7,612 7,612 8,260
S3 6,931 7,317 8,198
S4 6,250 6,636 8,011
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 8,587 7,436 1,151 13.7% 600 7.2% 82% True False 357,430
10 8,933 7,436 1,497 17.9% 575 6.9% 63% False False 315,365
20 9,635 7,436 2,199 26.2% 532 6.3% 43% False False 284,746
40 10,940 7,436 3,504 41.8% 611 7.3% 27% False False 301,547
60 11,788 7,436 4,352 51.9% 529 6.3% 22% False False 258,031
80 11,848 7,436 4,412 52.6% 451 5.4% 22% False False 193,653
100 11,848 7,436 4,412 52.6% 409 4.9% 22% False False 154,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 138
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,481
2.618 10,370
1.618 9,689
1.000 9,268
0.618 9,008
HIGH 8,587
0.618 8,327
0.500 8,247
0.382 8,166
LOW 7,906
0.618 7,485
1.000 7,225
1.618 6,804
2.618 6,123
4.250 5,012
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 8,339 8,261
PP 8,293 8,136
S1 8,247 8,012

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

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