mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 11,384 11,399 15 0.1% 11,637
High 11,470 11,637 167 1.5% 11,706
Low 11,301 11,374 73 0.6% 11,284
Close 11,404 11,613 209 1.8% 11,613
Range 169 263 94 55.6% 422
ATR 217 221 3 1.5% 0
Volume 600 631 31 5.2% 2,413
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,330 12,235 11,758
R3 12,067 11,972 11,685
R2 11,804 11,804 11,661
R1 11,709 11,709 11,637 11,757
PP 11,541 11,541 11,541 11,565
S1 11,446 11,446 11,589 11,494
S2 11,278 11,278 11,565
S3 11,015 11,183 11,541
S4 10,752 10,920 11,468
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,800 12,629 11,845
R3 12,378 12,207 11,729
R2 11,956 11,956 11,690
R1 11,785 11,785 11,652 11,660
PP 11,534 11,534 11,534 11,472
S1 11,363 11,363 11,574 11,238
S2 11,112 11,112 11,536
S3 10,690 10,941 11,497
S4 10,268 10,519 11,381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,706 11,284 422 3.6% 220 1.9% 78% False False 482
10 11,848 11,284 564 4.9% 209 1.8% 58% False False 443
20 11,848 11,106 742 6.4% 226 1.9% 68% False False 458
40 11,848 10,814 1,034 8.9% 232 2.0% 77% False False 327
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,755
2.618 12,326
1.618 12,063
1.000 11,900
0.618 11,800
HIGH 11,637
0.618 11,537
0.500 11,506
0.382 11,475
LOW 11,374
0.618 11,212
1.000 11,111
1.618 10,949
2.618 10,686
4.250 10,256
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 11,577 11,562
PP 11,541 11,511
S1 11,506 11,461

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

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