mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 11,661 11,501 -160 -1.4% 11,686
High 11,713 11,509 -204 -1.7% 11,853
Low 11,426 11,312 -114 -1.0% 11,443
Close 11,499 11,356 -143 -1.2% 11,663
Range 287 197 -90 -31.4% 410
ATR 230 228 -2 -1.0% 0
Volume 188,806 207,511 18,705 9.9% 1,117,562
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 11,983 11,867 11,464
R3 11,786 11,670 11,410
R2 11,589 11,589 11,392
R1 11,473 11,473 11,374 11,433
PP 11,392 11,392 11,392 11,372
S1 11,276 11,276 11,338 11,236
S2 11,195 11,195 11,320
S3 10,998 11,079 11,302
S4 10,801 10,882 11,248
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,883 12,683 11,889
R3 12,473 12,273 11,776
R2 12,063 12,063 11,738
R1 11,863 11,863 11,701 11,758
PP 11,653 11,653 11,653 11,601
S1 11,453 11,453 11,626 11,348
S2 11,243 11,243 11,588
S3 10,833 11,043 11,550
S4 10,423 10,633 11,438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,713 11,312 401 3.5% 217 1.9% 11% False True 215,392
10 11,853 11,312 541 4.8% 224 2.0% 8% False True 210,556
20 11,853 11,101 752 6.6% 225 2.0% 34% False False 198,832
40 11,919 10,812 1,107 9.7% 236 2.1% 49% False False 214,113
60 12,722 10,812 1,910 16.8% 220 1.9% 28% False False 162,839
80 13,140 10,812 2,328 20.5% 205 1.8% 23% False False 122,156
100 13,140 10,812 2,328 20.5% 196 1.7% 23% False False 97,732
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 12,346
2.618 12,025
1.618 11,828
1.000 11,706
0.618 11,631
HIGH 11,509
0.618 11,434
0.500 11,411
0.382 11,387
LOW 11,312
0.618 11,190
1.000 11,115
1.618 10,993
2.618 10,796
4.250 10,475
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 11,411 11,513
PP 11,392 11,460
S1 11,374 11,408

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

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