mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 11,371 11,153 -218 -1.9% 11,365
High 11,411 11,260 -151 -1.3% 11,438
Low 11,130 11,073 -57 -0.5% 11,138
Close 11,149 11,217 68 0.6% 11,288
Range 281 187 -94 -33.5% 300
ATR 215 213 -2 -0.9% 0
Volume 255,263 214,547 -40,716 -16.0% 936,866
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 11,744 11,668 11,320
R3 11,557 11,481 11,269
R2 11,370 11,370 11,251
R1 11,294 11,294 11,234 11,332
PP 11,183 11,183 11,183 11,203
S1 11,107 11,107 11,200 11,145
S2 10,996 10,996 11,183
S3 10,809 10,920 11,166
S4 10,622 10,733 11,114
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 11,411 11,073 338 3.0% 247 2.2% 43% False True 222,833
10 11,802 11,073 729 6.5% 245 2.2% 20% False True 227,998
20 12,353 11,073 1,280 11.4% 209 1.9% 11% False True 189,611
40 13,139 11,073 2,066 18.4% 195 1.7% 7% False True 95,107
60 13,140 11,073 2,067 18.4% 183 1.6% 7% False True 63,431
Crabel Price Patterns
NR True
NR4 True
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 67
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,055
2.618 11,750
1.618 11,563
1.000 11,447
0.618 11,376
HIGH 11,260
0.618 11,189
0.500 11,167
0.382 11,145
LOW 11,073
0.618 10,958
1.000 10,886
1.618 10,771
2.618 10,584
4.250 10,278
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 11,200 11,242
PP 11,183 11,234
S1 11,167 11,225

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

View Archives - Comment on this page... - Back to Index of Symbols