mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 11,386 11,412 26 0.2% 11,661
High 11,436 11,552 116 1.0% 11,713
Low 11,340 11,366 26 0.2% 11,286
Close 11,412 11,497 85 0.7% 11,617
Range 96 186 90 93.8% 427
ATR 217 215 -2 -1.0% 0
Volume 197,177 157,593 -39,584 -20.1% 967,930
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,030 11,949 11,599
R3 11,844 11,763 11,548
R2 11,658 11,658 11,531
R1 11,577 11,577 11,514 11,618
PP 11,472 11,472 11,472 11,492
S1 11,391 11,391 11,480 11,432
S2 11,286 11,286 11,463
S3 11,100 11,205 11,446
S4 10,914 11,019 11,395
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 11,304 332 2.9% 197 1.7% 58% False False 182,385
10 11,713 11,286 427 3.7% 202 1.8% 49% False False 197,769
20 11,853 11,197 656 5.7% 218 1.9% 46% False False 200,809
40 11,853 10,812 1,041 9.1% 232 2.0% 66% False False 212,523
60 12,655 10,812 1,843 16.0% 224 1.9% 37% False False 181,176
80 13,139 10,812 2,327 20.2% 207 1.8% 29% False False 135,922
100 13,140 10,812 2,328 20.2% 199 1.7% 29% False False 108,749
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,343
2.618 12,039
1.618 11,853
1.000 11,738
0.618 11,667
HIGH 11,552
0.618 11,481
0.500 11,459
0.382 11,437
LOW 11,366
0.618 11,251
1.000 11,180
1.618 11,065
2.618 10,879
4.250 10,576
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 11,484 11,493
PP 11,472 11,488
S1 11,459 11,484

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

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