mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 11,350 11,332 -18 -0.2% 11,486
High 11,427 11,347 -80 -0.7% 11,682
Low 11,305 11,106 -199 -1.8% 11,305
Close 11,316 11,136 -180 -1.6% 11,316
Range 122 241 119 97.5% 377
ATR 226 227 1 0.5% 0
Volume 177,336 164,276 -13,060 -7.4% 871,537
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 11,919 11,769 11,269
R3 11,678 11,528 11,202
R2 11,437 11,437 11,180
R1 11,287 11,287 11,158 11,242
PP 11,196 11,196 11,196 11,174
S1 11,046 11,046 11,114 11,001
S2 10,955 10,955 11,092
S3 10,714 10,805 11,070
S4 10,473 10,564 11,004
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,565 12,318 11,523
R3 12,188 11,941 11,420
R2 11,811 11,811 11,385
R1 11,564 11,564 11,351 11,499
PP 11,434 11,434 11,434 11,402
S1 11,187 11,187 11,282 11,122
S2 11,057 11,057 11,247
S3 10,680 10,810 11,212
S4 10,303 10,433 11,109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,682 11,106 576 5.2% 214 1.9% 5% False True 172,940
10 11,682 10,812 870 7.8% 238 2.1% 37% False False 212,019
20 11,682 10,812 870 7.8% 241 2.2% 37% False False 227,052
40 12,655 10,812 1,843 16.5% 225 2.0% 18% False False 162,769
60 13,139 10,812 2,327 20.9% 201 1.8% 14% False False 108,559
80 13,140 10,812 2,328 20.9% 190 1.7% 14% False False 81,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,371
2.618 11,978
1.618 11,737
1.000 11,588
0.618 11,496
HIGH 11,347
0.618 11,255
0.500 11,227
0.382 11,198
LOW 11,106
0.618 10,957
1.000 10,865
1.618 10,716
2.618 10,475
4.250 10,082
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 11,227 11,368
PP 11,196 11,291
S1 11,166 11,213

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

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