mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 11,376 11,486 110 1.0% 11,090
High 11,510 11,564 54 0.5% 11,510
Low 11,304 11,408 104 0.9% 10,812
Close 11,501 11,465 -36 -0.3% 11,501
Range 206 156 -50 -24.3% 698
ATR 239 233 -6 -2.5% 0
Volume 272,262 171,112 -101,150 -37.2% 1,390,663
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 11,947 11,862 11,551
R3 11,791 11,706 11,508
R2 11,635 11,635 11,494
R1 11,550 11,550 11,479 11,515
PP 11,479 11,479 11,479 11,461
S1 11,394 11,394 11,451 11,359
S2 11,323 11,323 11,437
S3 11,167 11,238 11,422
S4 11,011 11,082 11,379
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 11,564 10,812 752 6.6% 262 2.3% 87% True False 251,098
10 11,564 10,812 752 6.6% 265 2.3% 87% True False 256,926
20 11,919 10,812 1,107 9.7% 238 2.1% 59% False False 232,012
40 12,722 10,812 1,910 16.7% 212 1.8% 34% False False 141,176
60 13,140 10,812 2,328 20.3% 195 1.7% 28% False False 94,152
80 13,140 10,812 2,328 20.3% 187 1.6% 28% False False 70,622
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 72
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 12,227
2.618 11,973
1.618 11,817
1.000 11,720
0.618 11,661
HIGH 11,564
0.618 11,505
0.500 11,486
0.382 11,468
LOW 11,408
0.618 11,312
1.000 11,252
1.618 11,156
2.618 11,000
4.250 10,745
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 11,486 11,434
PP 11,479 11,402
S1 11,472 11,371

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

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