mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 10,921 11,195 274 2.5% 11,241
High 11,232 11,443 211 1.9% 11,411
Low 10,851 11,178 327 3.0% 10,962
Close 11,206 11,401 195 1.7% 11,096
Range 381 265 -116 -30.4% 449
ATR 239 241 2 0.8% 0
Volume 327,942 243,946 -83,996 -25.6% 1,177,714
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,136 12,033 11,547
R3 11,871 11,768 11,474
R2 11,606 11,606 11,450
R1 11,503 11,503 11,425 11,555
PP 11,341 11,341 11,341 11,366
S1 11,238 11,238 11,377 11,290
S2 11,076 11,076 11,353
S3 10,811 10,973 11,328
S4 10,546 10,708 11,255
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 11,443 10,812 631 5.5% 304 2.7% 93% True False 280,077
10 11,443 10,812 631 5.5% 275 2.4% 93% True False 251,455
20 12,115 10,812 1,303 11.4% 238 2.1% 45% False False 229,989
40 12,722 10,812 1,910 16.8% 209 1.8% 31% False False 130,097
60 13,140 10,812 2,328 20.4% 196 1.7% 25% False False 86,766
80 13,140 10,812 2,328 20.4% 187 1.6% 25% False False 65,081
Crabel Price Patterns
NR True
NR4 False
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 78
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,569
2.618 12,137
1.618 11,872
1.000 11,708
0.618 11,607
HIGH 11,443
0.618 11,342
0.500 11,311
0.382 11,279
LOW 11,178
0.618 11,014
1.000 10,913
1.618 10,749
2.618 10,484
4.250 10,052
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 11,371 11,310
PP 11,341 11,219
S1 11,311 11,128

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

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