mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 8,650 8,767 117 1.4% 8,037
High 8,789 8,789 0 0.0% 8,789
Low 8,583 8,100 -483 -5.6% 7,867
Close 8,788 8,109 -679 -7.7% 8,788
Range 206 689 483 234.5% 922
ATR 508 521 13 2.6% 0
Volume 157 63 -94 -59.9% 1,770
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 10,400 9,943 8,488
R3 9,711 9,254 8,299
R2 9,022 9,022 8,235
R1 8,565 8,565 8,172 8,449
PP 8,333 8,333 8,333 8,275
S1 7,876 7,876 8,046 7,760
S2 7,644 7,644 7,983
S3 6,955 7,187 7,920
S4 6,266 6,498 7,730
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 11,247 10,940 9,295
R3 10,325 10,018 9,042
R2 9,403 9,403 8,957
R1 9,096 9,096 8,873 9,250
PP 8,481 8,481 8,481 8,558
S1 8,174 8,174 8,704 8,328
S2 7,559 7,559 8,619
S3 6,637 7,252 8,535
S4 5,715 6,330 8,281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,789 7,867 922 11.4% 470 5.8% 26% True False 366
10 8,789 7,398 1,391 17.2% 494 6.1% 51% True False 404
20 9,612 7,398 2,214 27.3% 487 6.0% 32% False False 310
40 10,351 7,398 2,953 36.4% 593 7.3% 24% False False 336
60 11,542 7,398 4,144 51.1% 514 6.3% 17% False False 256
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 108
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,717
2.618 10,593
1.618 9,904
1.000 9,478
0.618 9,215
HIGH 8,789
0.618 8,526
0.500 8,445
0.382 8,363
LOW 8,100
0.618 7,674
1.000 7,411
1.618 6,985
2.618 6,296
4.250 5,172
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 8,445 8,445
PP 8,333 8,333
S1 8,221 8,221

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

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