mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 8,588 8,675 87 1.0% 8,607
High 8,704 8,758 54 0.6% 9,025
Low 8,232 8,466 234 2.8% 8,232
Close 8,689 8,604 -85 -1.0% 8,689
Range 472 292 -180 -38.1% 793
ATR 458 446 -12 -2.6% 0
Volume 115,498 106,727 -8,771 -7.6% 1,250,081
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,485 9,337 8,765
R3 9,193 9,045 8,684
R2 8,901 8,901 8,658
R1 8,753 8,753 8,631 8,681
PP 8,609 8,609 8,609 8,574
S1 8,461 8,461 8,577 8,389
S2 8,317 8,317 8,551
S3 8,025 8,169 8,524
S4 7,733 7,877 8,444
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 8,935 8,232 703 8.2% 319 3.7% 53% False False 206,109
10 9,025 8,116 909 10.6% 371 4.3% 54% False False 247,833
20 9,025 7,436 1,589 18.5% 438 5.1% 74% False False 275,030
40 9,635 7,436 2,199 25.6% 496 5.8% 53% False False 271,335
60 11,392 7,436 3,956 46.0% 540 6.3% 30% False False 280,602
80 11,788 7,436 4,352 50.6% 480 5.6% 27% False False 236,139
100 11,848 7,436 4,412 51.3% 429 5.0% 26% False False 188,996
120 11,921 7,436 4,485 52.1% 399 4.6% 26% False False 157,525
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 100
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,999
2.618 9,523
1.618 9,231
1.000 9,050
0.618 8,939
HIGH 8,758
0.618 8,647
0.500 8,612
0.382 8,578
LOW 8,466
0.618 8,286
1.000 8,174
1.618 7,994
2.618 7,702
4.250 7,225
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 8,612 8,577
PP 8,609 8,549
S1 8,607 8,522

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

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