mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 8,374 8,445 71 0.8% 8,390
High 8,597 8,716 119 1.4% 8,558
Low 8,267 8,254 -13 -0.2% 7,436
Close 8,445 8,698 253 3.0% 8,036
Range 330 462 132 40.0% 1,122
ATR 550 543 -6 -1.1% 0
Volume 307,827 315,335 7,508 2.4% 1,689,975
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 9,942 9,782 8,952
R3 9,480 9,320 8,825
R2 9,018 9,018 8,783
R1 8,858 8,858 8,740 8,938
PP 8,556 8,556 8,556 8,596
S1 8,396 8,396 8,656 8,476
S2 8,094 8,094 8,613
S3 7,632 7,934 8,571
S4 7,170 7,472 8,444
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 8,716 7,436 1,280 14.7% 564 6.5% 99% True False 358,881
10 8,914 7,436 1,478 17.0% 561 6.4% 85% False False 333,679
20 9,635 7,436 2,199 25.3% 489 5.6% 57% False False 284,322
40 10,940 7,436 3,504 40.3% 613 7.0% 36% False False 303,358
60 11,611 7,436 4,175 48.0% 534 6.1% 30% False False 268,392
80 11,848 7,436 4,412 50.7% 457 5.2% 29% False False 201,426
100 11,848 7,436 4,412 50.7% 413 4.7% 29% False False 161,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 148
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,680
2.618 9,926
1.618 9,464
1.000 9,178
0.618 9,002
HIGH 8,716
0.618 8,540
0.500 8,485
0.382 8,431
LOW 8,254
0.618 7,969
1.000 7,792
1.618 7,507
2.618 7,045
4.250 6,291
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 8,627 8,569
PP 8,556 8,440
S1 8,485 8,311

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

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