mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 11,035 10,921 -114 -1.0% 11,241
High 11,112 11,232 120 1.1% 11,411
Low 10,812 10,851 39 0.4% 10,962
Close 10,918 11,206 288 2.6% 11,096
Range 300 381 81 27.0% 449
ATR 228 239 11 4.8% 0
Volume 240,231 327,942 87,711 36.5% 1,177,714
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,239 12,104 11,416
R3 11,858 11,723 11,311
R2 11,477 11,477 11,276
R1 11,342 11,342 11,241 11,410
PP 11,096 11,096 11,096 11,130
S1 10,961 10,961 11,171 11,029
S2 10,715 10,715 11,136
S3 10,334 10,580 11,101
S4 9,953 10,199 10,997
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 11,280 10,812 468 4.2% 288 2.6% 84% False False 274,197
10 11,438 10,812 626 5.6% 274 2.4% 63% False False 258,845
20 12,197 10,812 1,385 12.4% 235 2.1% 28% False False 226,090
40 12,880 10,812 2,068 18.5% 210 1.9% 19% False False 124,002
60 13,140 10,812 2,328 20.8% 194 1.7% 17% False False 82,701
80 13,140 10,812 2,328 20.8% 184 1.6% 17% False False 62,031
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 82
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 12,851
2.618 12,230
1.618 11,849
1.000 11,613
0.618 11,468
HIGH 11,232
0.618 11,087
0.500 11,042
0.382 10,997
LOW 10,851
0.618 10,616
1.000 10,470
1.618 10,235
2.618 9,854
4.250 9,232
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 11,151 11,147
PP 11,096 11,087
S1 11,042 11,028

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

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