mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 11,406 11,405 -1 0.0% 11,661
High 11,475 11,636 161 1.4% 11,713
Low 11,304 11,374 70 0.6% 11,286
Close 11,408 11,617 209 1.8% 11,617
Range 171 262 91 53.2% 427
ATR 219 223 3 1.4% 0
Volume 204,656 177,149 -27,507 -13.4% 967,930
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,328 12,235 11,761
R3 12,066 11,973 11,689
R2 11,804 11,804 11,665
R1 11,711 11,711 11,641 11,758
PP 11,542 11,542 11,542 11,566
S1 11,449 11,449 11,593 11,496
S2 11,280 11,280 11,569
S3 11,018 11,187 11,545
S4 10,756 10,925 11,473
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,820 12,645 11,852
R3 12,393 12,218 11,735
R2 11,966 11,966 11,695
R1 11,791 11,791 11,656 11,665
PP 11,539 11,539 11,539 11,476
S1 11,364 11,364 11,578 11,238
S2 11,112 11,112 11,539
S3 10,685 10,937 11,500
S4 10,258 10,510 11,382
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% 217 1.9% 78% False False 193,586
10 11,853 11,286 567 4.9% 208 1.8% 58% False False 208,549
20 11,853 11,101 752 6.5% 227 2.0% 69% False False 199,731
40 11,853 10,812 1,041 9.0% 234 2.0% 77% False False 215,687
60 12,685 10,812 1,873 16.1% 223 1.9% 43% False False 172,358
80 13,140 10,812 2,328 20.0% 206 1.8% 35% False False 129,300
100 13,140 10,812 2,328 20.0% 197 1.7% 35% False False 103,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,750
2.618 12,322
1.618 12,060
1.000 11,898
0.618 11,798
HIGH 11,636
0.618 11,536
0.500 11,505
0.382 11,474
LOW 11,374
0.618 11,212
1.000 11,112
1.618 10,950
2.618 10,688
4.250 10,261
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 11,580 11,565
PP 11,542 11,513
S1 11,505 11,461

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

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