mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 11,209 11,371 162 1.4% 11,365
High 11,383 11,411 28 0.2% 11,438
Low 11,082 11,130 48 0.4% 11,138
Close 11,375 11,149 -226 -2.0% 11,288
Range 301 281 -20 -6.6% 300
ATR 210 215 5 2.4% 0
Volume 255,697 255,263 -434 -0.2% 936,866
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,073 11,892 11,304
R3 11,792 11,611 11,226
R2 11,511 11,511 11,201
R1 11,330 11,330 11,175 11,280
PP 11,230 11,230 11,230 11,205
S1 11,049 11,049 11,123 10,999
S2 10,949 10,949 11,098
S3 10,668 10,768 11,072
S4 10,387 10,487 10,995
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,188 12,038 11,453
R3 11,888 11,738 11,371
R2 11,588 11,588 11,343
R1 11,438 11,438 11,316 11,363
PP 11,288 11,288 11,288 11,251
S1 11,138 11,138 11,261 11,063
S2 10,988 10,988 11,233
S3 10,688 10,838 11,206
S4 10,388 10,538 11,123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,438 11,082 356 3.2% 259 2.3% 19% False False 243,493
10 11,919 11,082 837 7.5% 240 2.1% 8% False False 225,051
20 12,353 11,082 1,271 11.4% 212 1.9% 5% False False 179,063
40 13,139 11,082 2,057 18.5% 196 1.8% 3% False False 89,744
60 13,140 11,082 2,058 18.5% 185 1.7% 3% False False 59,856
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,605
2.618 12,147
1.618 11,866
1.000 11,692
0.618 11,585
HIGH 11,411
0.618 11,304
0.500 11,271
0.382 11,237
LOW 11,130
0.618 10,956
1.000 10,849
1.618 10,675
2.618 10,394
4.250 9,936
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 11,271 11,247
PP 11,230 11,214
S1 11,190 11,182

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

View Archives - Comment on this page... - Back to Index of Symbols