mini-sized Dow ($5) Future March 2009


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 8,719 8,559 -160 -1.8% 8,594
High 8,792 8,680 -112 -1.3% 9,005
Low 8,491 8,191 -300 -3.5% 8,191
Close 8,570 8,664 94 1.1% 8,664
Range 301 489 188 62.5% 814
ATR 446 449 3 0.7% 0
Volume 5,802 121,721 115,919 1,997.9% 131,175
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 9,979 9,810 8,933
R3 9,490 9,321 8,799
R2 9,001 9,001 8,754
R1 8,832 8,832 8,709 8,917
PP 8,512 8,512 8,512 8,554
S1 8,343 8,343 8,619 8,428
S2 8,023 8,023 8,574
S3 7,534 7,854 8,530
S4 7,045 7,365 8,395
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 11,062 10,677 9,112
R3 10,248 9,863 8,888
R2 9,434 9,434 8,813
R1 9,049 9,049 8,739 9,242
PP 8,620 8,620 8,620 8,716
S1 8,235 8,235 8,590 8,428
S2 7,806 7,806 8,515
S3 6,992 7,421 8,440
S4 6,178 6,607 8,216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,005 8,191 814 9.4% 348 4.0% 58% False True 26,235
10 9,005 8,100 905 10.4% 406 4.7% 62% False False 13,386
20 9,005 7,398 1,607 18.5% 443 5.1% 79% False False 6,921
40 9,612 7,398 2,214 25.6% 489 5.6% 57% False False 3,542
60 11,540 7,398 4,142 47.8% 529 6.1% 31% False False 2,483
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 92
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,758
2.618 9,960
1.618 9,471
1.000 9,169
0.618 8,982
HIGH 8,680
0.618 8,493
0.500 8,436
0.382 8,378
LOW 8,191
0.618 7,889
1.000 7,702
1.618 7,400
2.618 6,911
4.250 6,113
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 8,588 8,617
PP 8,512 8,571
S1 8,436 8,524

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

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