mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 11,427 11,566 139 1.2% 11,090
High 11,603 11,682 79 0.7% 11,510
Low 11,337 11,542 205 1.8% 10,812
Close 11,564 11,613 49 0.4% 11,501
Range 266 140 -126 -47.4% 698
ATR 235 228 -7 -2.9% 0
Volume 146,793 181,783 34,990 23.8% 1,390,663
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,032 11,963 11,690
R3 11,892 11,823 11,652
R2 11,752 11,752 11,639
R1 11,683 11,683 11,626 11,718
PP 11,612 11,612 11,612 11,630
S1 11,543 11,543 11,600 11,578
S2 11,472 11,472 11,587
S3 11,332 11,403 11,575
S4 11,192 11,263 11,536
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 11,682 11,178 504 4.3% 207 1.8% 86% True False 203,179
10 11,682 10,812 870 7.5% 248 2.1% 92% True False 238,688
20 11,919 10,812 1,107 9.5% 244 2.1% 72% False False 231,870
40 12,722 10,812 1,910 16.4% 218 1.9% 42% False False 149,384
60 13,140 10,812 2,328 20.0% 199 1.7% 34% False False 99,627
80 13,140 10,812 2,328 20.0% 187 1.6% 34% False False 74,730
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 67
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 12,277
2.618 12,049
1.618 11,909
1.000 11,822
0.618 11,769
HIGH 11,682
0.618 11,629
0.500 11,612
0.382 11,596
LOW 11,542
0.618 11,456
1.000 11,402
1.618 11,316
2.618 11,176
4.250 10,947
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 11,613 11,579
PP 11,612 11,544
S1 11,612 11,510

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

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