mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 11,440 11,686 246 2.2% 11,310
High 11,748 11,853 105 0.9% 11,748
Low 11,379 11,655 276 2.4% 11,197
Close 11,687 11,769 82 0.7% 11,687
Range 369 198 -171 -46.3% 551
ATR 238 235 -3 -1.2% 0
Volume 199,899 232,676 32,777 16.4% 967,430
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,353 12,259 11,878
R3 12,155 12,061 11,824
R2 11,957 11,957 11,805
R1 11,863 11,863 11,787 11,910
PP 11,759 11,759 11,759 11,783
S1 11,665 11,665 11,751 11,712
S2 11,561 11,561 11,733
S3 11,363 11,467 11,715
S4 11,165 11,269 11,660
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 13,197 12,993 11,990
R3 12,646 12,442 11,839
R2 12,095 12,095 11,788
R1 11,891 11,891 11,738 11,993
PP 11,544 11,544 11,544 11,595
S1 11,340 11,340 11,637 11,442
S2 10,993 10,993 11,586
S3 10,442 10,789 11,536
S4 9,891 10,238 11,384
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,853 11,259 594 5.0% 260 2.2% 86% True False 198,345
10 11,853 11,101 752 6.4% 242 2.1% 89% True False 197,754
20 11,853 10,812 1,041 8.8% 240 2.0% 92% True False 204,886
40 12,353 10,812 1,541 13.1% 229 1.9% 62% False False 208,479
60 13,139 10,812 2,327 19.8% 215 1.8% 41% False False 141,500
80 13,140 10,812 2,328 19.8% 200 1.7% 41% False False 106,146
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 38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,695
2.618 12,371
1.618 12,173
1.000 12,051
0.618 11,975
HIGH 11,853
0.618 11,777
0.500 11,754
0.382 11,731
LOW 11,655
0.618 11,533
1.000 11,457
1.618 11,335
2.618 11,137
4.250 10,814
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 11,764 11,718
PP 11,759 11,667
S1 11,754 11,616

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

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