mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 11,352 11,464 112 1.0% 11,193
High 11,495 11,559 64 0.6% 11,495
Low 11,304 11,408 104 0.9% 10,814
Close 11,499 11,464 -35 -0.3% 11,499
Range 191 151 -40 -20.9% 681
ATR 224 219 -5 -2.3% 0
Volume 511 116 -395 -77.3% 1,390
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 11,930 11,848 11,547
R3 11,779 11,697 11,506
R2 11,628 11,628 11,492
R1 11,546 11,546 11,478 11,540
PP 11,477 11,477 11,477 11,474
S1 11,395 11,395 11,450 11,389
S2 11,326 11,326 11,436
S3 11,175 11,244 11,423
S4 11,024 11,093 11,381
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 13,312 13,087 11,874
R3 12,631 12,406 11,686
R2 11,950 11,950 11,624
R1 11,725 11,725 11,562 11,838
PP 11,269 11,269 11,269 11,326
S1 11,044 11,044 11,437 11,157
S2 10,588 10,588 11,374
S3 9,907 10,363 11,312
S4 9,226 9,682 11,125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,559 10,814 745 6.5% 255 2.2% 87% True False 279
10 11,559 10,814 745 6.5% 258 2.2% 87% True False 194
20 11,925 10,814 1,111 9.7% 237 2.1% 59% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 56
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 12,201
2.618 11,954
1.618 11,803
1.000 11,710
0.618 11,652
HIGH 11,559
0.618 11,501
0.500 11,484
0.382 11,466
LOW 11,408
0.618 11,315
1.000 11,257
1.618 11,164
2.618 11,013
4.250 10,766
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 11,484 11,432
PP 11,477 11,400
S1 11,471 11,369

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

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