mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 11,686 11,760 74 0.6% 11,310
High 11,853 11,784 -69 -0.6% 11,748
Low 11,655 11,586 -69 -0.6% 11,197
Close 11,769 11,645 -124 -1.1% 11,687
Range 198 198 0 0.0% 551
ATR 235 233 -3 -1.1% 0
Volume 232,676 204,240 -28,436 -12.2% 967,430
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,266 12,153 11,754
R3 12,068 11,955 11,700
R2 11,870 11,870 11,681
R1 11,757 11,757 11,663 11,715
PP 11,672 11,672 11,672 11,650
S1 11,559 11,559 11,627 11,517
S2 11,474 11,474 11,609
S3 11,276 11,361 11,591
S4 11,078 11,163 11,536
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 11,379 474 4.1% 232 2.0% 56% False False 205,719
10 11,853 11,197 656 5.6% 234 2.0% 68% False False 202,087
20 11,853 10,851 1,002 8.6% 235 2.0% 79% False False 203,087
40 12,353 10,812 1,541 13.2% 231 2.0% 54% False False 209,714
60 13,010 10,812 2,198 18.9% 216 1.9% 38% False False 144,900
80 13,140 10,812 2,328 20.0% 202 1.7% 36% False False 108,698
100 13,140 10,812 2,328 20.0% 192 1.6% 36% False False 86,963
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 12,626
2.618 12,302
1.618 12,104
1.000 11,982
0.618 11,906
HIGH 11,784
0.618 11,708
0.500 11,685
0.382 11,662
LOW 11,586
0.618 11,464
1.000 11,388
1.618 11,266
2.618 11,068
4.250 10,745
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 11,685 11,635
PP 11,672 11,626
S1 11,658 11,616

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

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