mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 11,760 11,643 -117 -1.0% 11,310
High 11,784 11,661 -123 -1.0% 11,748
Low 11,586 11,443 -143 -1.2% 11,197
Close 11,645 11,522 -123 -1.1% 11,687
Range 198 218 20 10.1% 551
ATR 233 232 -1 -0.5% 0
Volume 204,240 201,006 -3,234 -1.6% 967,430
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,196 12,077 11,642
R3 11,978 11,859 11,582
R2 11,760 11,760 11,562
R1 11,641 11,641 11,542 11,592
PP 11,542 11,542 11,542 11,517
S1 11,423 11,423 11,502 11,374
S2 11,324 11,324 11,482
S3 11,106 11,205 11,462
S4 10,888 10,987 11,402
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% 242 2.1% 30% False False 204,753
10 11,853 11,197 656 5.7% 234 2.0% 50% False False 203,850
20 11,853 11,101 752 6.5% 227 2.0% 56% False False 196,740
40 12,197 10,812 1,385 12.0% 231 2.0% 51% False False 211,415
60 12,880 10,812 2,068 17.9% 215 1.9% 34% False False 148,248
80 13,140 10,812 2,328 20.2% 202 1.8% 30% False False 111,210
100 13,140 10,812 2,328 20.2% 193 1.7% 30% False False 88,973
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 38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,588
2.618 12,232
1.618 12,014
1.000 11,879
0.618 11,796
HIGH 11,661
0.618 11,578
0.500 11,552
0.382 11,526
LOW 11,443
0.618 11,308
1.000 11,225
1.618 11,090
2.618 10,872
4.250 10,517
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 11,552 11,648
PP 11,542 11,606
S1 11,532 11,564

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

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