mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 11,193 11,030 -163 -1.5% 11,250
High 11,240 11,109 -131 -1.2% 11,406
Low 10,985 10,814 -171 -1.6% 10,964
Close 11,033 10,915 -118 -1.1% 11,096
Range 255 295 40 15.7% 442
ATR 206 212 6 3.1% 0
Volume 110 200 90 81.8% 488
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 11,831 11,668 11,077
R3 11,536 11,373 10,996
R2 11,241 11,241 10,969
R1 11,078 11,078 10,942 11,012
PP 10,946 10,946 10,946 10,913
S1 10,783 10,783 10,888 10,717
S2 10,651 10,651 10,861
S3 10,356 10,488 10,834
S4 10,061 10,193 10,753
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,481 12,231 11,339
R3 12,039 11,789 11,218
R2 11,597 11,597 11,177
R1 11,347 11,347 11,137 11,251
PP 11,155 11,155 11,155 11,108
S1 10,905 10,905 11,056 10,809
S2 10,713 10,713 11,015
S3 10,271 10,463 10,975
S4 9,829 10,021 10,853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,406 10,814 592 5.4% 263 2.4% 17% False True 139
10 11,428 10,814 614 5.6% 248 2.3% 16% False True 97
20 12,330 10,814 1,516 13.9% 218 2.0% 7% False True 61
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 74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,363
2.618 11,881
1.618 11,586
1.000 11,404
0.618 11,291
HIGH 11,109
0.618 10,996
0.500 10,962
0.382 10,927
LOW 10,814
0.618 10,632
1.000 10,519
1.618 10,337
2.618 10,042
4.250 9,560
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 10,962 11,045
PP 10,946 11,001
S1 10,931 10,958

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

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