mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 11,360 11,569 209 1.8% 11,193
High 11,600 11,680 80 0.7% 11,495
Low 11,339 11,520 181 1.6% 10,814
Close 11,563 11,615 52 0.4% 11,499
Range 261 160 -101 -38.7% 681
ATR 222 217 -4 -2.0% 0
Volume 551 462 -89 -16.2% 1,390
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,085 12,010 11,703
R3 11,925 11,850 11,659
R2 11,765 11,765 11,644
R1 11,690 11,690 11,630 11,728
PP 11,605 11,605 11,605 11,624
S1 11,530 11,530 11,600 11,568
S2 11,445 11,445 11,586
S3 11,285 11,370 11,571
S4 11,125 11,210 11,527
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 11,680 11,178 502 4.3% 205 1.8% 87% True False 379
10 11,680 10,814 866 7.5% 244 2.1% 92% True False 276
20 11,921 10,814 1,107 9.5% 245 2.1% 72% False False 169
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,360
2.618 12,099
1.618 11,939
1.000 11,840
0.618 11,779
HIGH 11,680
0.618 11,619
0.500 11,600
0.382 11,581
LOW 11,520
0.618 11,421
1.000 11,360
1.618 11,261
2.618 11,101
4.250 10,840
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 11,610 11,580
PP 11,605 11,545
S1 11,600 11,510

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

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