mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 12,221 12,106 -115 -0.9% 12,661
High 12,384 12,143 -241 -1.9% 12,834
Low 12,051 11,456 -595 -4.9% 12,051
Close 12,106 11,951 -155 -1.3% 12,106
Range 333 687 354 106.3% 783
ATR 249 280 31 12.6% 0
Volume 538,894 287,144 -251,750 -46.7% 1,014,893
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 13,911 13,618 12,329
R3 13,224 12,931 12,140
R2 12,537 12,537 12,077
R1 12,244 12,244 12,014 12,047
PP 11,850 11,850 11,850 11,752
S1 11,557 11,557 11,888 11,360
S2 11,163 11,163 11,825
S3 10,476 10,870 11,762
S4 9,789 10,183 11,573
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 14,679 14,176 12,537
R3 13,896 13,393 12,321
R2 13,113 13,113 12,250
R1 12,610 12,610 12,178 12,470
PP 12,330 12,330 12,330 12,261
S1 11,827 11,827 12,034 11,687
S2 11,547 11,547 11,963
S3 10,764 11,044 11,891
S4 9,981 10,261 11,675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,807 11,456 1,351 11.3% 392 3.3% 37% False True 217,476
10 12,984 11,456 1,528 12.8% 335 2.8% 32% False True 228,364
20 13,654 11,456 2,198 18.4% 264 2.2% 23% False True 164,848
40 13,879 11,456 2,423 20.3% 239 2.0% 20% False True 102,503
60 14,042 11,456 2,586 21.6% 223 1.9% 19% False True 68,363
80 14,369 11,456 2,913 24.4% 192 1.6% 17% False True 51,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 76
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 15,063
2.618 13,942
1.618 13,255
1.000 12,830
0.618 12,568
HIGH 12,143
0.618 11,881
0.500 11,800
0.382 11,719
LOW 11,456
0.618 11,032
1.000 10,769
1.618 10,345
2.618 9,658
4.250 8,536
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 11,901 12,021
PP 11,850 11,997
S1 11,800 11,974

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

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