mini-sized Dow ($5) Future December 2008

Trading Metrics calculated at close of trading on 01-Dec-2008

Day Change Summary
	Previous	Current
	28-Nov-2008	01-Dec-2008	Change	Change %	Previous Week
Open	8,632	8,821	189	2.2%	8,075
High	8,828	8,833	5	0.1%	8,828
Low	8,602	8,127	-475	-5.5%	7,906
Close	8,821	8,139	-682	-7.7%	8,821
Range	226	706	480	212.4%	922
ATR	521	534	13	2.5%	0
Volume	235,052	68,703	-166,349	-70.8%	1,263,604

Daily Pivots for day following 01-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	10,484	10,018	8,527
R3	9,778	9,312	8,333
R2	9,072	9,072	8,269
R1	8,606	8,606	8,204	8,486
PP	8,366	8,366	8,366	8,307
S1	7,900	7,900	8,074	7,780
S2	7,660	7,660	8,010
S3	6,954	7,194	7,945
S4	6,248	6,488	7,751

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	8,833	7,906	927	11.4%	481	5.9%	25%	True	False	266,461
10	8,833	7,436	1,397	17.2%	505	6.2%	50%	True	False	302,228
20	9,635	7,436	2,199	27.0%	497	6.1%	32%	False	False	268,695
40	10,338	7,436	2,902	35.7%	612	7.5%	24%	False	False	300,326
60	11,611	7,436	4,175	51.3%	541	6.6%	17%	False	False	273,400
80	11,848	7,436	4,412	54.2%	462	5.7%	16%	False	False	205,213
100	11,848	7,436	4,412	54.2%	417	5.1%	16%	False	False	164,241
120	12,330	7,436	4,894	60.1%	379	4.7%	14%	False	False	136,873

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	109
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	11,834
2.618	10,681
1.618	9,975
1.000	9,539
0.618	9,269
HIGH	8,833
0.618	8,563
0.500	8,480
0.382	8,397
LOW	8,127
0.618	7,691
1.000	7,421
1.618	6,985
2.618	6,279
4.250	5,127

Fisher Pivots for day following 01-Dec-2008
Pivot	1 day	3 day
R1	8,480	8,480
PP	8,366	8,366
S1	8,253	8,253

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols