mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 8,407 8,607 200 2.4% 8,821
High 8,684 9,025 341 3.9% 8,833
Low 8,116 8,571 455 5.6% 8,116
Close 8,612 8,875 263 3.1% 8,612
Range 568 454 -114 -20.1% 717
ATR 505 501 -4 -0.7% 0
Volume 303,500 326,260 22,760 7.5% 1,190,228
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 10,186 9,984 9,125
R3 9,732 9,530 9,000
R2 9,278 9,278 8,958
R1 9,076 9,076 8,917 9,177
PP 8,824 8,824 8,824 8,874
S1 8,622 8,622 8,834 8,723
S2 8,370 8,370 8,792
S3 7,916 8,168 8,750
S4 7,462 7,714 8,625
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 10,671 10,359 9,006
R3 9,954 9,642 8,809
R2 9,237 9,237 8,744
R1 8,925 8,925 8,678 8,723
PP 8,520 8,520 8,520 8,419
S1 8,208 8,208 8,546 8,006
S2 7,803 7,803 8,481
S3 7,086 7,491 8,415
S4 6,369 6,774 8,218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,025 8,116 909 10.2% 422 4.8% 83% True False 289,557
10 9,025 7,906 1,119 12.6% 452 5.1% 87% True False 278,009
20 9,210 7,436 1,774 20.0% 503 5.7% 81% False False 287,856
40 9,898 7,436 2,462 27.7% 562 6.3% 58% False False 293,525
60 11,611 7,436 4,175 47.0% 555 6.3% 34% False False 294,379
80 11,788 7,436 4,352 49.0% 474 5.3% 33% False False 223,286
100 11,848 7,436 4,412 49.7% 423 4.8% 33% False False 178,710
120 12,205 7,436 4,769 53.7% 391 4.4% 30% False False 148,938
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 110
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,955
2.618 10,214
1.618 9,760
1.000 9,479
0.618 9,306
HIGH 9,025
0.618 8,852
0.500 8,798
0.382 8,745
LOW 8,571
0.618 8,291
1.000 8,117
1.618 7,837
2.618 7,383
4.250 6,642
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 8,849 8,774
PP 8,824 8,672
S1 8,798 8,571

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

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