mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 11,129 11,375 246 2.2% 11,486
High 11,379 11,584 205 1.8% 11,682
Low 11,101 11,359 258 2.3% 11,305
Close 11,373 11,580 207 1.8% 11,316
Range 278 225 -53 -19.1% 377
ATR 230 230 0 -0.2% 0
Volume 160,912 183,376 22,464 14.0% 871,537
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,183 12,106 11,704
R3 11,958 11,881 11,642
R2 11,733 11,733 11,621
R1 11,656 11,656 11,601 11,695
PP 11,508 11,508 11,508 11,527
S1 11,431 11,431 11,560 11,470
S2 11,283 11,283 11,539
S3 11,058 11,206 11,518
S4 10,833 10,981 11,456
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 11,630 11,101 529 4.6% 233 2.0% 91% False False 176,082
10 11,682 11,101 581 5.0% 220 1.9% 82% False False 189,630
20 11,682 10,812 870 7.5% 247 2.1% 88% False False 224,238
40 12,655 10,812 1,843 15.9% 227 2.0% 42% False False 171,360
60 13,139 10,812 2,327 20.1% 204 1.8% 33% False False 114,293
80 13,140 10,812 2,328 20.1% 194 1.7% 33% False False 85,734
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 41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,540
2.618 12,173
1.618 11,948
1.000 11,809
0.618 11,723
HIGH 11,584
0.618 11,498
0.500 11,472
0.382 11,445
LOW 11,359
0.618 11,220
1.000 11,134
1.618 10,995
2.618 10,770
4.250 10,403
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 11,544 11,501
PP 11,508 11,422
S1 11,472 11,343

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

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