mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 11,405 11,617 212 1.9% 11,661
High 11,636 11,627 -9 -0.1% 11,713
Low 11,374 11,356 -18 -0.2% 11,286
Close 11,617 11,384 -233 -2.0% 11,617
Range 262 271 9 3.4% 427
ATR 223 226 3 1.6% 0
Volume 177,149 175,352 -1,797 -1.0% 967,930
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,269 12,097 11,533
R3 11,998 11,826 11,459
R2 11,727 11,727 11,434
R1 11,555 11,555 11,409 11,506
PP 11,456 11,456 11,456 11,431
S1 11,284 11,284 11,359 11,235
S2 11,185 11,185 11,334
S3 10,914 11,013 11,310
S4 10,643 10,742 11,235
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 11,636 11,286 350 3.1% 214 1.9% 28% False False 190,895
10 11,784 11,286 498 4.4% 215 1.9% 20% False False 202,816
20 11,853 11,101 752 6.6% 229 2.0% 38% False False 200,285
40 11,853 10,812 1,041 9.1% 235 2.1% 55% False False 213,669
60 12,655 10,812 1,843 16.2% 226 2.0% 31% False False 175,275
80 13,139 10,812 2,327 20.4% 208 1.8% 25% False False 131,491
100 13,140 10,812 2,328 20.4% 198 1.7% 25% False False 105,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 12,779
2.618 12,337
1.618 12,066
1.000 11,898
0.618 11,795
HIGH 11,627
0.618 11,524
0.500 11,492
0.382 11,460
LOW 11,356
0.618 11,189
1.000 11,085
1.618 10,918
2.618 10,647
4.250 10,204
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 11,492 11,470
PP 11,456 11,441
S1 11,420 11,413

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

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