mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 11,195 11,376 181 1.6% 11,090
High 11,443 11,510 67 0.6% 11,510
Low 11,178 11,304 126 1.1% 10,812
Close 11,401 11,501 100 0.9% 11,501
Range 265 206 -59 -22.3% 698
ATR 241 239 -3 -1.0% 0
Volume 243,946 272,262 28,316 11.6% 1,390,663
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,056 11,985 11,614
R3 11,850 11,779 11,558
R2 11,644 11,644 11,539
R1 11,573 11,573 11,520 11,609
PP 11,438 11,438 11,438 11,456
S1 11,367 11,367 11,482 11,403
S2 11,232 11,232 11,463
S3 11,026 11,161 11,444
S4 10,820 10,955 11,388
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 13,368 13,133 11,885
R3 12,670 12,435 11,693
R2 11,972 11,972 11,629
R1 11,737 11,737 11,565 11,855
PP 11,274 11,274 11,274 11,333
S1 11,039 11,039 11,437 11,157
S2 10,576 10,576 11,373
S3 9,878 10,341 11,309
S4 9,180 9,643 11,117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,510 10,812 698 6.1% 282 2.4% 99% True False 278,132
10 11,510 10,812 698 6.1% 278 2.4% 99% True False 256,837
20 12,054 10,812 1,242 10.8% 242 2.1% 55% False False 233,220
40 12,722 10,812 1,910 16.6% 212 1.8% 36% False False 136,901
60 13,140 10,812 2,328 20.2% 196 1.7% 30% False False 91,301
80 13,140 10,812 2,328 20.2% 187 1.6% 30% False False 68,484
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 12,386
2.618 12,049
1.618 11,843
1.000 11,716
0.618 11,637
HIGH 11,510
0.618 11,431
0.500 11,407
0.382 11,383
LOW 11,304
0.618 11,177
1.000 11,098
1.618 10,971
2.618 10,765
4.250 10,429
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 11,470 11,394
PP 11,438 11,287
S1 11,407 11,181

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

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