mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 11,090 11,035 -55 -0.5% 11,241
High 11,243 11,112 -131 -1.2% 11,411
Low 10,988 10,812 -176 -1.6% 10,962
Close 11,035 10,918 -117 -1.1% 11,096
Range 255 300 45 17.6% 449
ATR 223 228 6 2.5% 0
Volume 306,282 240,231 -66,051 -21.6% 1,177,714
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 11,847 11,683 11,083
R3 11,547 11,383 11,001
R2 11,247 11,247 10,973
R1 11,083 11,083 10,946 11,015
PP 10,947 10,947 10,947 10,914
S1 10,783 10,783 10,891 10,715
S2 10,647 10,647 10,863
S3 10,347 10,483 10,836
S4 10,047 10,183 10,753
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 10,812 599 5.5% 268 2.5% 18% False True 259,661
10 11,438 10,812 626 5.7% 258 2.4% 17% False True 244,466
20 12,353 10,812 1,541 14.1% 226 2.1% 7% False True 216,342
40 13,010 10,812 2,198 20.1% 206 1.9% 5% False True 115,807
60 13,140 10,812 2,328 21.3% 191 1.7% 5% False True 77,235
80 13,140 10,812 2,328 21.3% 181 1.7% 5% False True 57,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,387
2.618 11,898
1.618 11,598
1.000 11,412
0.618 11,298
HIGH 11,112
0.618 10,998
0.500 10,962
0.382 10,927
LOW 10,812
0.618 10,627
1.000 10,512
1.618 10,327
2.618 10,027
4.250 9,537
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 10,962 11,046
PP 10,947 11,003
S1 10,933 10,961

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

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