mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 11,241 11,209 -32 -0.3% 11,365
High 11,384 11,383 -1 0.0% 11,438
Low 11,104 11,082 -22 -0.2% 11,138
Close 11,205 11,375 170 1.5% 11,288
Range 280 301 21 7.5% 300
ATR 203 210 7 3.5% 0
Volume 170,223 255,697 85,474 50.2% 936,866
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,183 12,080 11,541
R3 11,882 11,779 11,458
R2 11,581 11,581 11,430
R1 11,478 11,478 11,403 11,530
PP 11,280 11,280 11,280 11,306
S1 11,177 11,177 11,348 11,229
S2 10,979 10,979 11,320
S3 10,678 10,876 11,292
S4 10,377 10,575 11,210
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,188 12,038 11,453
R3 11,888 11,738 11,371
R2 11,588 11,588 11,343
R1 11,438 11,438 11,316 11,363
PP 11,288 11,288 11,288 11,251
S1 11,138 11,138 11,261 11,063
S2 10,988 10,988 11,233
S3 10,688 10,838 11,206
S4 10,388 10,538 11,123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,438 11,082 356 3.1% 249 2.2% 82% False True 229,271
10 11,919 11,082 837 7.4% 230 2.0% 35% False True 212,752
20 12,372 11,082 1,290 11.3% 208 1.8% 23% False True 166,405
40 13,139 11,082 2,057 18.1% 192 1.7% 14% False True 83,364
60 13,140 11,082 2,058 18.1% 182 1.6% 14% False True 55,601
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 65
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,662
2.618 12,171
1.618 11,870
1.000 11,684
0.618 11,569
HIGH 11,383
0.618 11,268
0.500 11,233
0.382 11,197
LOW 11,082
0.618 10,896
1.000 10,781
1.618 10,595
2.618 10,294
4.250 9,803
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 11,328 11,328
PP 11,280 11,280
S1 11,233 11,233

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

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