mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 8,160 8,425 265 3.2% 8,075
High 8,443 8,625 182 2.2% 8,828
Low 8,129 8,230 101 1.2% 7,906
Close 8,432 8,579 147 1.7% 8,821
Range 314 395 81 25.8% 922
ATR 518 510 -9 -1.7% 0
Volume 225,290 270,948 45,658 20.3% 1,263,604
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,663 9,516 8,796
R3 9,268 9,121 8,688
R2 8,873 8,873 8,652
R1 8,726 8,726 8,615 8,800
PP 8,478 8,478 8,478 8,515
S1 8,331 8,331 8,543 8,405
S2 8,083 8,083 8,507
S3 7,688 7,936 8,471
S4 7,293 7,541 8,362
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 8,127 706 8.2% 421 4.9% 64% False False 223,065
10 8,833 7,436 1,397 16.3% 499 5.8% 82% False False 293,013
20 9,635 7,436 2,199 25.6% 506 5.9% 52% False False 273,584
40 9,898 7,436 2,462 28.7% 593 6.9% 46% False False 296,892
60 11,611 7,436 4,175 48.7% 545 6.4% 27% False False 281,574
80 11,848 7,436 4,412 51.4% 464 5.4% 26% False False 211,403
100 11,848 7,436 4,412 51.4% 419 4.9% 26% False False 169,201
120 12,330 7,436 4,894 57.0% 382 4.5% 23% False False 141,008
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 99
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,304
2.618 9,659
1.618 9,264
1.000 9,020
0.618 8,869
HIGH 8,625
0.618 8,474
0.500 8,428
0.382 8,381
LOW 8,230
0.618 7,986
1.000 7,835
1.618 7,591
2.618 7,196
4.250 6,551
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 8,529 8,546
PP 8,478 8,513
S1 8,428 8,480

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

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