mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 12,241 12,362 121 1.0% 12,106
High 12,399 12,504 105 0.8% 12,490
Low 12,083 12,339 256 2.1% 11,456
Close 12,377 12,471 94 0.8% 12,236
Range 316 165 -151 -47.8% 1,034
ATR 303 293 -10 -3.2% 0
Volume 203,428 183,631 -19,797 -9.7% 1,180,738
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 12,933 12,867 12,562
R3 12,768 12,702 12,517
R2 12,603 12,603 12,501
R1 12,537 12,537 12,486 12,570
PP 12,438 12,438 12,438 12,455
S1 12,372 12,372 12,456 12,405
S2 12,273 12,273 12,441
S3 12,108 12,207 12,426
S4 11,943 12,042 12,380
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 15,163 14,733 12,805
R3 14,129 13,699 12,520
R2 13,095 13,095 12,426
R1 12,665 12,665 12,331 12,880
PP 12,061 12,061 12,061 12,168
S1 11,631 11,631 12,141 11,846
S2 11,027 11,027 12,047
S3 9,993 10,597 11,952
S4 8,959 9,563 11,667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,504 11,634 870 7.0% 334 2.7% 96% True False 256,130
10 12,807 11,456 1,351 10.8% 363 2.9% 75% False False 236,803
20 13,454 11,456 1,998 16.0% 306 2.5% 51% False False 208,886
40 13,879 11,456 2,423 19.4% 249 2.0% 42% False False 134,475
60 13,879 11,456 2,423 19.4% 238 1.9% 42% False False 89,703
80 14,369 11,456 2,913 23.4% 211 1.7% 35% False False 67,284
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 112
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 13,205
2.618 12,936
1.618 12,771
1.000 12,669
0.618 12,606
HIGH 12,504
0.618 12,441
0.500 12,422
0.382 12,402
LOW 12,339
0.618 12,237
1.000 12,174
1.618 12,072
2.618 11,907
4.250 11,638
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 12,455 12,412
PP 12,438 12,353
S1 12,422 12,294

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

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