mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 8,730 8,588 -142 -1.6% 8,607
High 8,811 8,704 -107 -1.2% 9,025
Low 8,511 8,232 -279 -3.3% 8,232
Close 8,597 8,689 92 1.1% 8,689
Range 300 472 172 57.3% 793
ATR 457 458 1 0.2% 0
Volume 255,284 115,498 -139,786 -54.8% 1,250,081
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,958 9,795 8,949
R3 9,486 9,323 8,819
R2 9,014 9,014 8,776
R1 8,851 8,851 8,732 8,933
PP 8,542 8,542 8,542 8,582
S1 8,379 8,379 8,646 8,461
S2 8,070 8,070 8,603
S3 7,598 7,907 8,559
S4 7,126 7,435 8,430
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 11,028 10,651 9,125
R3 10,235 9,858 8,907
R2 9,442 9,442 8,835
R1 9,065 9,065 8,762 9,254
PP 8,649 8,649 8,649 8,743
S1 8,272 8,272 8,616 8,461
S2 7,856 7,856 8,544
S3 7,063 7,479 8,471
S4 6,270 6,686 8,253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,025 8,232 793 9.1% 352 4.0% 58% False True 250,016
10 9,025 8,116 909 10.5% 412 4.7% 63% False False 244,030
20 9,025 7,436 1,589 18.3% 451 5.2% 79% False False 289,308
40 9,635 7,436 2,199 25.3% 505 5.8% 57% False False 280,214
60 11,611 7,436 4,175 48.0% 546 6.3% 30% False False 286,485
80 11,788 7,436 4,352 50.1% 479 5.5% 29% False False 234,812
100 11,848 7,436 4,412 50.8% 428 4.9% 28% False False 187,934
120 11,921 7,436 4,485 51.6% 397 4.6% 28% False False 156,636
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 93
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,710
2.618 9,940
1.618 9,468
1.000 9,176
0.618 8,996
HIGH 8,704
0.618 8,524
0.500 8,468
0.382 8,412
LOW 8,232
0.618 7,940
1.000 7,760
1.618 7,468
2.618 6,996
4.250 6,226
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 8,615 8,645
PP 8,542 8,601
S1 8,468 8,557

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

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