mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 11,610 11,350 -260 -2.2% 11,486
High 11,630 11,427 -203 -1.7% 11,682
Low 11,330 11,305 -25 -0.2% 11,305
Close 11,351 11,316 -35 -0.3% 11,316
Range 300 122 -178 -59.3% 377
ATR 233 226 -8 -3.4% 0
Volume 194,513 177,336 -17,177 -8.8% 871,537
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 11,715 11,638 11,383
R3 11,593 11,516 11,350
R2 11,471 11,471 11,338
R1 11,394 11,394 11,327 11,372
PP 11,349 11,349 11,349 11,338
S1 11,272 11,272 11,305 11,250
S2 11,227 11,227 11,294
S3 11,105 11,150 11,283
S4 10,983 11,028 11,249
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,565 12,318 11,523
R3 12,188 11,941 11,420
R2 11,811 11,811 11,385
R1 11,564 11,564 11,351 11,499
PP 11,434 11,434 11,434 11,402
S1 11,187 11,187 11,282 11,122
S2 11,057 11,057 11,247
S3 10,680 10,810 11,212
S4 10,303 10,433 11,109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,682 11,305 377 3.3% 197 1.7% 3% False True 174,307
10 11,682 10,812 870 7.7% 239 2.1% 58% False False 226,220
20 11,682 10,812 870 7.7% 240 2.1% 58% False False 231,643
40 12,685 10,812 1,873 16.6% 221 2.0% 27% False False 158,671
60 13,140 10,812 2,328 20.6% 199 1.8% 22% False False 105,823
80 13,140 10,812 2,328 20.6% 190 1.7% 22% False False 79,377
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 60
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 11,946
2.618 11,747
1.618 11,625
1.000 11,549
0.618 11,503
HIGH 11,427
0.618 11,381
0.500 11,366
0.382 11,352
LOW 11,305
0.618 11,230
1.000 11,183
1.618 11,108
2.618 10,986
4.250 10,787
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 11,366 11,494
PP 11,349 11,434
S1 11,333 11,375

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

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