mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 11,569 11,614 45 0.4% 11,193
High 11,680 11,627 -53 -0.5% 11,495
Low 11,520 11,334 -186 -1.6% 10,814
Close 11,615 11,353 -262 -2.3% 11,499
Range 160 293 133 83.1% 681
ATR 217 223 5 2.5% 0
Volume 462 378 -84 -18.2% 1,390
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,317 12,128 11,514
R3 12,024 11,835 11,434
R2 11,731 11,731 11,407
R1 11,542 11,542 11,380 11,490
PP 11,438 11,438 11,438 11,412
S1 11,249 11,249 11,326 11,197
S2 11,145 11,145 11,299
S3 10,852 10,956 11,273
S4 10,559 10,663 11,192
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 11,304 376 3.3% 211 1.9% 13% False False 403
10 11,680 10,814 866 7.6% 256 2.3% 62% False False 299
20 11,890 10,814 1,076 9.5% 254 2.2% 50% False False 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,872
2.618 12,394
1.618 12,101
1.000 11,920
0.618 11,808
HIGH 11,627
0.618 11,515
0.500 11,481
0.382 11,446
LOW 11,334
0.618 11,153
1.000 11,041
1.618 10,860
2.618 10,567
4.250 10,089
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 11,481 11,507
PP 11,438 11,456
S1 11,396 11,404

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

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