mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 8,075 8,374 299 3.7% 8,390
High 8,587 8,597 10 0.1% 8,558
Low 7,906 8,267 361 4.6% 7,436
Close 8,385 8,445 60 0.7% 8,036
Range 681 330 -351 -51.5% 1,122
ATR 567 550 -17 -3.0% 0
Volume 405,390 307,827 -97,563 -24.1% 1,689,975
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 9,426 9,266 8,627
R3 9,096 8,936 8,536
R2 8,766 8,766 8,506
R1 8,606 8,606 8,475 8,686
PP 8,436 8,436 8,436 8,477
S1 8,276 8,276 8,415 8,356
S2 8,106 8,106 8,385
S3 7,776 7,946 8,354
S4 7,446 7,616 8,264
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 8,597 7,436 1,161 13.7% 577 6.8% 87% True False 362,961
10 8,914 7,436 1,478 17.5% 568 6.7% 68% False False 326,003
20 9,635 7,436 2,199 26.0% 491 5.8% 46% False False 285,344
40 10,940 7,436 3,504 41.5% 608 7.2% 29% False False 300,565
60 11,788 7,436 4,352 51.5% 532 6.3% 23% False False 263,145
80 11,848 7,436 4,412 52.2% 453 5.4% 23% False False 197,493
100 11,848 7,436 4,412 52.2% 411 4.9% 23% False False 158,052
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 143
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,000
2.618 9,461
1.618 9,131
1.000 8,927
0.618 8,801
HIGH 8,597
0.618 8,471
0.500 8,432
0.382 8,393
LOW 8,267
0.618 8,063
1.000 7,937
1.618 7,733
2.618 7,403
4.250 6,865
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 8,441 8,302
PP 8,436 8,159
S1 8,432 8,017

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

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