mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 11,643 11,524 -119 -1.0% 11,310
High 11,661 11,712 51 0.4% 11,748
Low 11,443 11,444 1 0.0% 11,197
Close 11,522 11,618 96 0.8% 11,687
Range 218 268 50 22.9% 551
ATR 232 234 3 1.1% 0
Volume 201,006 238,278 37,272 18.5% 967,430
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,395 12,275 11,766
R3 12,127 12,007 11,692
R2 11,859 11,859 11,667
R1 11,739 11,739 11,643 11,799
PP 11,591 11,591 11,591 11,622
S1 11,471 11,471 11,594 11,531
S2 11,323 11,323 11,569
S3 11,055 11,203 11,544
S4 10,787 10,935 11,471
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 13,197 12,993 11,990
R3 12,646 12,442 11,839
R2 12,095 12,095 11,788
R1 11,891 11,891 11,738 11,993
PP 11,544 11,544 11,544 11,595
S1 11,340 11,340 11,637 11,442
S2 10,993 10,993 11,586
S3 10,442 10,789 11,536
S4 9,891 10,238 11,384
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,853 11,379 474 4.1% 250 2.2% 50% False False 215,219
10 11,853 11,197 656 5.6% 235 2.0% 64% False False 205,682
20 11,853 11,101 752 6.5% 227 2.0% 69% False False 196,457
40 12,115 10,812 1,303 11.2% 233 2.0% 62% False False 213,223
60 12,722 10,812 1,910 16.4% 215 1.8% 42% False False 152,217
80 13,140 10,812 2,328 20.0% 204 1.8% 35% False False 114,188
100 13,140 10,812 2,328 20.0% 195 1.7% 35% False False 91,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,851
2.618 12,414
1.618 12,146
1.000 11,980
0.618 11,878
HIGH 11,712
0.618 11,610
0.500 11,578
0.382 11,547
LOW 11,444
0.618 11,279
1.000 11,176
1.618 11,011
2.618 10,743
4.250 10,305
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 11,605 11,617
PP 11,591 11,615
S1 11,578 11,614

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

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