mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 11,354 11,310 -44 -0.4% 11,332
High 11,438 11,362 -76 -0.7% 11,601
Low 11,243 11,197 -46 -0.4% 11,101
Close 11,306 11,271 -35 -0.3% 11,306
Range 195 165 -30 -15.4% 500
ATR 229 225 -5 -2.0% 0
Volume 213,190 208,379 -4,811 -2.3% 941,715
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 11,772 11,686 11,362
R3 11,607 11,521 11,317
R2 11,442 11,442 11,301
R1 11,356 11,356 11,286 11,317
PP 11,277 11,277 11,277 11,257
S1 11,191 11,191 11,256 11,152
S2 11,112 11,112 11,241
S3 10,947 11,026 11,226
S4 10,782 10,861 11,180
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,836 12,571 11,581
R3 12,336 12,071 11,444
R2 11,836 11,836 11,398
R1 11,571 11,571 11,352 11,454
PP 11,336 11,336 11,336 11,277
S1 11,071 11,071 11,260 10,954
S2 10,836 10,836 11,214
S3 10,336 10,571 11,169
S4 9,836 10,071 11,031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,601 11,101 500 4.4% 225 2.0% 34% False False 197,163
10 11,682 11,101 581 5.2% 219 1.9% 29% False False 185,051
20 11,682 10,812 870 7.7% 242 2.1% 53% False False 220,989
40 12,372 10,812 1,560 13.8% 221 2.0% 29% False False 187,344
60 13,139 10,812 2,327 20.6% 206 1.8% 20% False False 124,979
80 13,140 10,812 2,328 20.7% 194 1.7% 20% False False 93,752
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,063
2.618 11,794
1.618 11,629
1.000 11,527
0.618 11,464
HIGH 11,362
0.618 11,299
0.500 11,280
0.382 11,260
LOW 11,197
0.618 11,095
1.000 11,032
1.618 10,930
2.618 10,765
4.250 10,496
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 11,280 11,399
PP 11,277 11,356
S1 11,274 11,314

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

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