mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 8,603 8,904 301 3.5% 8,607
High 8,960 8,963 3 0.0% 9,025
Low 8,567 8,713 146 1.7% 8,232
Close 8,914 8,800 -114 -1.3% 8,689
Range 393 250 -143 -36.4% 793
ATR 442 428 -14 -3.1% 0
Volume 52,798 45,064 -7,734 -14.6% 1,250,081
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,575 9,438 8,938
R3 9,325 9,188 8,869
R2 9,075 9,075 8,846
R1 8,938 8,938 8,823 8,882
PP 8,825 8,825 8,825 8,797
S1 8,688 8,688 8,777 8,632
S2 8,575 8,575 8,754
S3 8,325 8,438 8,731
S4 8,075 8,188 8,663
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 8,963 8,232 731 8.3% 342 3.9% 78% True False 115,074
10 9,025 8,116 909 10.3% 364 4.1% 75% False False 207,995
20 9,025 7,436 1,589 18.1% 431 4.9% 86% False False 250,504
40 9,635 7,436 2,199 25.0% 488 5.5% 62% False False 260,066
60 11,199 7,436 3,763 42.8% 539 6.1% 36% False False 273,963
80 11,788 7,436 4,352 49.5% 483 5.5% 31% False False 237,347
100 11,848 7,436 4,412 50.1% 432 4.9% 31% False False 189,969
120 11,848 7,436 4,412 50.1% 399 4.5% 31% False False 158,340
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 87
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,026
2.618 9,618
1.618 9,368
1.000 9,213
0.618 9,118
HIGH 8,963
0.618 8,868
0.500 8,838
0.382 8,809
LOW 8,713
0.618 8,559
1.000 8,463
1.618 8,309
2.618 8,059
4.250 7,651
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 8,838 8,772
PP 8,825 8,743
S1 8,813 8,715

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

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