mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 8,317 8,393 76 0.9% 8,377
High 8,560 8,681 121 1.4% 8,511
Low 8,238 8,234 -4 0.0% 7,398
Close 8,411 8,665 254 3.0% 7,988
Range 322 447 125 38.8% 1,113
ATR 537 531 -6 -1.2% 0
Volume 608 446 -162 -26.6% 2,209
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 9,868 9,713 8,911
R3 9,421 9,266 8,788
R2 8,974 8,974 8,747
R1 8,819 8,819 8,706 8,897
PP 8,527 8,527 8,527 8,565
S1 8,372 8,372 8,624 8,450
S2 8,080 8,080 8,583
S3 7,633 7,925 8,542
S4 7,186 7,478 8,419
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 11,305 10,759 8,600
R3 10,192 9,646 8,294
R2 9,079 9,079 8,192
R1 8,533 8,533 8,090 8,250
PP 7,966 7,966 7,966 7,824
S1 7,420 7,420 7,886 7,137
S2 6,853 6,853 7,784
S3 5,740 6,307 7,682
S4 4,627 5,194 7,376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,681 7,398 1,283 14.8% 554 6.4% 99% True False 559
10 8,876 7,398 1,478 17.1% 552 6.4% 86% False False 460
20 9,612 7,398 2,214 25.6% 477 5.5% 57% False False 323
40 10,924 7,398 3,526 40.7% 594 6.9% 36% False False 338
60 11,542 7,398 4,144 47.8% 507 5.8% 31% False False 252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 140
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,581
2.618 9,851
1.618 9,404
1.000 9,128
0.618 8,957
HIGH 8,681
0.618 8,510
0.500 8,458
0.382 8,405
LOW 8,234
0.618 7,958
1.000 7,787
1.618 7,511
2.618 7,064
4.250 6,334
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 8,596 8,535
PP 8,527 8,404
S1 8,458 8,274

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

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