mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 11,501 11,352 -149 -1.3% 11,686
High 11,509 11,452 -57 -0.5% 11,853
Low 11,312 11,286 -26 -0.2% 11,443
Close 11,356 11,406 50 0.4% 11,663
Range 197 166 -31 -15.7% 410
ATR 228 223 -4 -1.9% 0
Volume 207,511 189,808 -17,703 -8.5% 1,117,562
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 11,879 11,809 11,497
R3 11,713 11,643 11,452
R2 11,547 11,547 11,437
R1 11,477 11,477 11,421 11,512
PP 11,381 11,381 11,381 11,399
S1 11,311 11,311 11,391 11,346
S2 11,215 11,215 11,376
S3 11,049 11,145 11,360
S4 10,883 10,979 11,315
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 11,286 427 3.7% 206 1.8% 28% False True 213,153
10 11,853 11,286 567 5.0% 224 2.0% 21% False True 208,953
20 11,853 11,101 752 6.6% 227 2.0% 41% False False 199,234
40 11,919 10,812 1,107 9.7% 235 2.1% 54% False False 215,552
60 12,722 10,812 1,910 16.7% 221 1.9% 31% False False 166,001
80 13,140 10,812 2,328 20.4% 206 1.8% 26% False False 124,529
100 13,140 10,812 2,328 20.4% 195 1.7% 26% False False 99,630
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,158
2.618 11,887
1.618 11,721
1.000 11,618
0.618 11,555
HIGH 11,452
0.618 11,389
0.500 11,369
0.382 11,350
LOW 11,286
0.618 11,184
1.000 11,120
1.618 11,018
2.618 10,852
4.250 10,581
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 11,394 11,500
PP 11,381 11,468
S1 11,369 11,437

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

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