mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 11,153 11,225 72 0.6% 11,241
High 11,260 11,280 20 0.2% 11,411
Low 11,073 10,962 -111 -1.0% 10,962
Close 11,217 11,096 -121 -1.1% 11,096
Range 187 318 131 70.1% 449
ATR 213 221 7 3.5% 0
Volume 214,547 281,984 67,437 31.4% 1,177,714
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,067 11,899 11,271
R3 11,749 11,581 11,184
R2 11,431 11,431 11,154
R1 11,263 11,263 11,125 11,188
PP 11,113 11,113 11,113 11,075
S1 10,945 10,945 11,067 10,870
S2 10,795 10,795 11,038
S3 10,477 10,627 11,009
S4 10,159 10,309 10,921
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,503 12,249 11,343
R3 12,054 11,800 11,220
R2 11,605 11,605 11,178
R1 11,351 11,351 11,137 11,254
PP 11,156 11,156 11,156 11,108
S1 10,902 10,902 11,055 10,805
S2 10,707 10,707 11,014
S3 10,258 10,453 10,973
S4 9,809 10,004 10,849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,411 10,962 449 4.0% 274 2.5% 30% False True 235,542
10 11,512 10,962 550 5.0% 241 2.2% 24% False True 237,067
20 12,353 10,962 1,391 12.5% 215 1.9% 10% False True 203,289
40 13,139 10,962 2,177 19.6% 200 1.8% 6% False True 102,154
60 13,140 10,962 2,178 19.6% 187 1.7% 6% False True 68,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 72
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 12,632
2.618 12,113
1.618 11,795
1.000 11,598
0.618 11,477
HIGH 11,280
0.618 11,159
0.500 11,121
0.382 11,084
LOW 10,962
0.618 10,766
1.000 10,644
1.618 10,448
2.618 10,130
4.250 9,611
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 11,121 11,187
PP 11,113 11,156
S1 11,104 11,126

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

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