mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 11,352 11,406 54 0.5% 11,686
High 11,452 11,475 23 0.2% 11,853
Low 11,286 11,304 18 0.2% 11,443
Close 11,406 11,408 2 0.0% 11,663
Range 166 171 5 3.0% 410
ATR 223 219 -4 -1.7% 0
Volume 189,808 204,656 14,848 7.8% 1,117,562
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 11,909 11,829 11,502
R3 11,738 11,658 11,455
R2 11,567 11,567 11,439
R1 11,487 11,487 11,424 11,527
PP 11,396 11,396 11,396 11,416
S1 11,316 11,316 11,392 11,356
S2 11,225 11,225 11,377
S3 11,054 11,145 11,361
S4 10,883 10,974 11,314
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% 187 1.6% 29% False False 206,428
10 11,853 11,286 567 5.0% 219 1.9% 22% False False 210,824
20 11,853 11,101 752 6.6% 220 1.9% 41% False False 199,741
40 11,853 10,812 1,041 9.1% 236 2.1% 57% False False 216,041
60 12,722 10,812 1,910 16.7% 222 1.9% 31% False False 169,409
80 13,140 10,812 2,328 20.4% 206 1.8% 26% False False 127,086
100 13,140 10,812 2,328 20.4% 196 1.7% 26% False False 101,677
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,202
2.618 11,923
1.618 11,752
1.000 11,646
0.618 11,581
HIGH 11,475
0.618 11,410
0.500 11,390
0.382 11,369
LOW 11,304
0.618 11,198
1.000 11,133
1.618 11,027
2.618 10,856
4.250 10,577
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 11,402 11,405
PP 11,396 11,401
S1 11,390 11,398

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

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