mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 11,412 11,496 84 0.7% 11,661
High 11,552 11,711 159 1.4% 11,713
Low 11,366 11,443 77 0.7% 11,286
Close 11,497 11,695 198 1.7% 11,617
Range 186 268 82 44.1% 427
ATR 215 218 4 1.8% 0
Volume 157,593 168,640 11,047 7.0% 967,930
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,420 12,326 11,843
R3 12,152 12,058 11,769
R2 11,884 11,884 11,744
R1 11,790 11,790 11,720 11,837
PP 11,616 11,616 11,616 11,640
S1 11,522 11,522 11,671 11,569
S2 11,348 11,348 11,646
S3 11,080 11,254 11,621
S4 10,812 10,986 11,548
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 11,711 11,340 371 3.2% 217 1.9% 96% True False 175,182
10 11,713 11,286 427 3.7% 202 1.7% 96% False False 190,805
20 11,853 11,197 656 5.6% 218 1.9% 76% False False 198,243
40 11,853 10,812 1,041 8.9% 233 2.0% 85% False False 208,793
60 12,655 10,812 1,843 15.8% 226 1.9% 48% False False 183,977
80 13,139 10,812 2,327 19.9% 208 1.8% 38% False False 138,028
100 13,140 10,812 2,328 19.9% 200 1.7% 38% False False 110,435
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 41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,850
2.618 12,413
1.618 12,145
1.000 11,979
0.618 11,877
HIGH 11,711
0.618 11,609
0.500 11,577
0.382 11,546
LOW 11,443
0.618 11,278
1.000 11,175
1.618 11,010
2.618 10,742
4.250 10,304
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 11,656 11,639
PP 11,616 11,582
S1 11,577 11,526

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

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