mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 11,274 11,579 305 2.7% 11,332
High 11,599 11,672 73 0.6% 11,601
Low 11,259 11,507 248 2.2% 11,101
Close 11,585 11,631 46 0.4% 11,306
Range 340 165 -175 -51.5% 500
ATR 233 228 -5 -2.1% 0
Volume 167,369 205,837 38,468 23.0% 941,715
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,098 12,030 11,722
R3 11,933 11,865 11,677
R2 11,768 11,768 11,661
R1 11,700 11,700 11,646 11,734
PP 11,603 11,603 11,603 11,621
S1 11,535 11,535 11,616 11,569
S2 11,438 11,438 11,601
S3 11,273 11,370 11,586
S4 11,108 11,205 11,540
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 11,672 11,197 475 4.1% 225 1.9% 91% True False 202,947
10 11,672 11,101 571 4.9% 229 2.0% 93% True False 189,514
20 11,682 10,812 870 7.5% 238 2.0% 94% False False 214,101
40 12,353 10,812 1,541 13.2% 225 1.9% 53% False False 196,582
60 13,139 10,812 2,327 20.0% 210 1.8% 35% False False 131,196
80 13,140 10,812 2,328 20.0% 198 1.7% 35% False False 98,417
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 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,373
2.618 12,104
1.618 11,939
1.000 11,837
0.618 11,774
HIGH 11,672
0.618 11,609
0.500 11,590
0.382 11,570
LOW 11,507
0.618 11,405
1.000 11,342
1.618 11,240
2.618 11,075
4.250 10,806
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 11,617 11,566
PP 11,603 11,500
S1 11,590 11,435

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

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