mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 11,580 11,354 -226 -2.0% 11,332
High 11,601 11,438 -163 -1.4% 11,601
Low 11,341 11,243 -98 -0.9% 11,101
Close 11,359 11,306 -53 -0.5% 11,306
Range 260 195 -65 -25.0% 500
ATR 232 229 -3 -1.1% 0
Volume 219,961 213,190 -6,771 -3.1% 941,715
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 11,914 11,805 11,413
R3 11,719 11,610 11,360
R2 11,524 11,524 11,342
R1 11,415 11,415 11,324 11,372
PP 11,329 11,329 11,329 11,308
S1 11,220 11,220 11,288 11,177
S2 11,134 11,134 11,270
S3 10,939 11,025 11,253
S4 10,744 10,830 11,199
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,836 12,571 11,581
R3 12,336 12,071 11,444
R2 11,836 11,836 11,398
R1 11,571 11,571 11,352 11,454
PP 11,336 11,336 11,336 11,277
S1 11,071 11,071 11,260 10,954
S2 10,836 10,836 11,214
S3 10,336 10,571 11,169
S4 9,836 10,071 11,031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,601 11,101 500 4.4% 240 2.1% 41% False False 188,343
10 11,682 11,101 581 5.1% 218 1.9% 35% False False 181,325
20 11,682 10,812 870 7.7% 248 2.2% 57% False False 219,081
40 12,655 10,812 1,843 16.3% 228 2.0% 27% False False 182,157
60 13,139 10,812 2,327 20.6% 206 1.8% 21% False False 121,509
80 13,140 10,812 2,328 20.6% 196 1.7% 21% False False 91,148
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,267
2.618 11,949
1.618 11,754
1.000 11,633
0.618 11,559
HIGH 11,438
0.618 11,364
0.500 11,341
0.382 11,318
LOW 11,243
0.618 11,123
1.000 11,048
1.618 10,928
2.618 10,733
4.250 10,414
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 11,341 11,422
PP 11,329 11,383
S1 11,318 11,345

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

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