mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 12,390 12,616 226 1.8% 12,241
High 12,698 12,781 83 0.7% 12,781
Low 12,239 12,589 350 2.9% 12,083
Close 12,614 12,756 142 1.1% 12,756
Range 459 192 -267 -58.2% 698
ATR 307 298 -8 -2.7% 0
Volume 212,189 248,859 36,670 17.3% 986,171
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 13,285 13,212 12,862
R3 13,093 13,020 12,809
R2 12,901 12,901 12,791
R1 12,828 12,828 12,774 12,865
PP 12,709 12,709 12,709 12,727
S1 12,636 12,636 12,739 12,673
S2 12,517 12,517 12,721
S3 12,325 12,444 12,703
S4 12,133 12,252 12,651
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 14,634 14,393 13,140
R3 13,936 13,695 12,948
R2 13,238 13,238 12,884
R1 12,997 12,997 12,820 13,118
PP 12,540 12,540 12,540 12,600
S1 12,299 12,299 12,692 12,420
S2 11,842 11,842 12,628
S3 11,144 11,601 12,564
S4 10,446 10,903 12,372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,781 12,083 698 5.5% 291 2.3% 96% True False 197,234
10 12,781 11,456 1,325 10.4% 366 2.9% 98% True False 270,580
20 13,181 11,456 1,725 13.5% 325 2.5% 75% False False 223,598
40 13,879 11,456 2,423 19.0% 264 2.1% 54% False False 149,417
60 13,879 11,456 2,423 19.0% 246 1.9% 54% False False 99,683
80 14,369 11,456 2,913 22.8% 222 1.7% 45% False False 74,772
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 120
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,597
2.618 13,284
1.618 13,092
1.000 12,973
0.618 12,900
HIGH 12,781
0.618 12,708
0.500 12,685
0.382 12,662
LOW 12,589
0.618 12,470
1.000 12,397
1.618 12,278
2.618 12,086
4.250 11,773
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 12,732 12,674
PP 12,709 12,592
S1 12,685 12,510

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

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