mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 11,485 11,351 -134 -1.2% 11,685
High 11,535 11,445 -90 -0.8% 11,848
Low 11,309 11,284 -25 -0.2% 11,443
Close 11,352 11,402 50 0.4% 11,661
Range 226 161 -65 -28.8% 405
ATR 226 221 -5 -2.0% 0
Volume 300 564 264 88.0% 2,019
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 11,860 11,792 11,491
R3 11,699 11,631 11,446
R2 11,538 11,538 11,432
R1 11,470 11,470 11,417 11,504
PP 11,377 11,377 11,377 11,394
S1 11,309 11,309 11,387 11,343
S2 11,216 11,216 11,373
S3 11,055 11,148 11,358
S4 10,894 10,987 11,314
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 11,707 11,284 423 3.7% 213 1.9% 28% False True 472
10 11,848 11,284 564 4.9% 225 2.0% 21% False True 424
20 11,848 11,106 742 6.5% 225 2.0% 40% False False 427
40 11,921 10,814 1,107 9.7% 235 2.1% 53% False False 298
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 41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,129
2.618 11,867
1.618 11,706
1.000 11,606
0.618 11,545
HIGH 11,445
0.618 11,384
0.500 11,365
0.382 11,346
LOW 11,284
0.618 11,185
1.000 11,123
1.618 11,024
2.618 10,863
4.250 10,600
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 11,390 11,495
PP 11,377 11,464
S1 11,365 11,433

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

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