mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 11,579 11,628 49 0.4% 11,332
High 11,672 11,629 -43 -0.4% 11,601
Low 11,507 11,401 -106 -0.9% 11,101
Close 11,631 11,439 -192 -1.7% 11,306
Range 165 228 63 38.2% 500
ATR 228 228 0 0.1% 0
Volume 205,837 185,946 -19,891 -9.7% 941,715
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,174 12,034 11,565
R3 11,946 11,806 11,502
R2 11,718 11,718 11,481
R1 11,578 11,578 11,460 11,534
PP 11,490 11,490 11,490 11,468
S1 11,350 11,350 11,418 11,306
S2 11,262 11,262 11,397
S3 11,034 11,122 11,376
S4 10,806 10,894 11,314
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 4.2% 219 1.9% 51% False False 196,144
10 11,672 11,101 571 5.0% 222 1.9% 59% False False 188,658
20 11,682 10,812 870 7.6% 240 2.1% 72% False False 212,671
40 12,353 10,812 1,541 13.5% 225 2.0% 41% False False 201,141
60 13,139 10,812 2,327 20.3% 210 1.8% 27% False False 134,295
80 13,140 10,812 2,328 20.4% 197 1.7% 27% False False 100,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,598
2.618 12,226
1.618 11,998
1.000 11,857
0.618 11,770
HIGH 11,629
0.618 11,542
0.500 11,515
0.382 11,488
LOW 11,401
0.618 11,260
1.000 11,173
1.618 11,032
2.618 10,804
4.250 10,432
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 11,515 11,466
PP 11,490 11,457
S1 11,464 11,448

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

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