mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 8,445 8,632 187 2.2% 8,075
High 8,716 8,828 112 1.3% 8,828
Low 8,254 8,602 348 4.2% 7,906
Close 8,698 8,821 123 1.4% 8,821
Range 462 226 -236 -51.1% 922
ATR 543 521 -23 -4.2% 0
Volume 315,335 235,052 -80,283 -25.5% 1,263,604
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 9,428 9,351 8,945
R3 9,202 9,125 8,883
R2 8,976 8,976 8,863
R1 8,899 8,899 8,842 8,938
PP 8,750 8,750 8,750 8,770
S1 8,673 8,673 8,800 8,712
S2 8,524 8,524 8,780
S3 8,298 8,447 8,759
S4 8,072 8,221 8,697
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 11,284 10,975 9,328
R3 10,362 10,053 9,075
R2 9,440 9,440 8,990
R1 9,131 9,131 8,906 9,286
PP 8,518 8,518 8,518 8,596
S1 8,209 8,209 8,737 8,364
S2 7,596 7,596 8,652
S3 6,674 7,287 8,568
S4 5,752 6,365 8,314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,828 7,436 1,392 15.8% 468 5.3% 99% True False 341,084
10 8,914 7,436 1,478 16.8% 490 5.6% 94% False False 334,585
20 9,635 7,436 2,199 24.9% 482 5.5% 63% False False 279,874
40 10,827 7,436 3,391 38.4% 607 6.9% 41% False False 304,019
60 11,611 7,436 4,175 47.3% 536 6.1% 33% False False 272,287
80 11,848 7,436 4,412 50.0% 455 5.2% 31% False False 204,359
100 11,848 7,436 4,412 50.0% 412 4.7% 31% False False 163,555
120 12,345 7,436 4,909 55.7% 374 4.2% 28% False False 136,300
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 118
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 9,789
2.618 9,420
1.618 9,194
1.000 9,054
0.618 8,968
HIGH 8,828
0.618 8,742
0.500 8,715
0.382 8,688
LOW 8,602
0.618 8,462
1.000 8,376
1.618 8,236
2.618 8,010
4.250 7,642
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 8,786 8,728
PP 8,750 8,634
S1 8,715 8,541

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

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