mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 11,522 11,624 102 0.9% 11,685
High 11,707 11,701 -6 -0.1% 11,848
Low 11,444 11,570 126 1.1% 11,443
Close 11,615 11,661 46 0.4% 11,661
Range 263 131 -132 -50.2% 405
ATR 228 221 -7 -3.0% 0
Volume 755 426 -329 -43.6% 2,019
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,037 11,980 11,733
R3 11,906 11,849 11,697
R2 11,775 11,775 11,685
R1 11,718 11,718 11,673 11,747
PP 11,644 11,644 11,644 11,658
S1 11,587 11,587 11,649 11,616
S2 11,513 11,513 11,637
S3 11,382 11,456 11,625
S4 11,251 11,325 11,589
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,866 12,668 11,884
R3 12,461 12,263 11,773
R2 12,056 12,056 11,735
R1 11,858 11,858 11,698 11,755
PP 11,651 11,651 11,651 11,599
S1 11,453 11,453 11,624 11,350
S2 11,246 11,246 11,587
S3 10,841 11,048 11,550
S4 10,436 10,643 11,438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,848 11,443 405 3.5% 199 1.7% 54% False False 403
10 11,848 11,191 657 5.6% 225 1.9% 72% False False 456
20 11,848 11,106 742 6.4% 220 1.9% 75% False False 424
40 12,057 10,814 1,243 10.7% 230 2.0% 68% False False 269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 12,258
2.618 12,044
1.618 11,913
1.000 11,832
0.618 11,782
HIGH 11,701
0.618 11,651
0.500 11,636
0.382 11,620
LOW 11,570
0.618 11,489
1.000 11,439
1.618 11,358
2.618 11,227
4.250 11,013
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 11,653 11,632
PP 11,644 11,604
S1 11,636 11,575

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

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