mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 8,675 8,603 -72 -0.8% 8,607
High 8,758 8,960 202 2.3% 9,025
Low 8,466 8,567 101 1.2% 8,232
Close 8,604 8,914 310 3.6% 8,689
Range 292 393 101 34.6% 793
ATR 446 442 -4 -0.8% 0
Volume 106,727 52,798 -53,929 -50.5% 1,250,081
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,993 9,846 9,130
R3 9,600 9,453 9,022
R2 9,207 9,207 8,986
R1 9,060 9,060 8,950 9,134
PP 8,814 8,814 8,814 8,850
S1 8,667 8,667 8,878 8,741
S2 8,421 8,421 8,842
S3 8,028 8,274 8,806
S4 7,635 7,881 8,698
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 8,960 8,232 728 8.2% 340 3.8% 94% True False 161,865
10 9,025 8,116 909 10.2% 379 4.2% 88% False False 230,584
20 9,025 7,436 1,589 17.8% 441 4.9% 93% False False 262,259
40 9,635 7,436 2,199 24.7% 491 5.5% 67% False False 264,851
60 11,199 7,436 3,763 42.2% 540 6.1% 39% False False 276,734
80 11,788 7,436 4,352 48.8% 483 5.4% 34% False False 236,791
100 11,848 7,436 4,412 49.5% 430 4.8% 33% False False 189,521
120 11,890 7,436 4,454 50.0% 401 4.5% 33% False False 157,965
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 101
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,630
2.618 9,989
1.618 9,596
1.000 9,353
0.618 9,203
HIGH 8,960
0.618 8,810
0.500 8,764
0.382 8,717
LOW 8,567
0.618 8,324
1.000 8,174
1.618 7,931
2.618 7,538
4.250 6,897
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 8,864 8,808
PP 8,814 8,702
S1 8,764 8,596

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

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