mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 11,547 11,514 -33 -0.3% 11,617
High 11,793 11,563 -230 -2.0% 11,711
Low 11,466 11,420 -46 -0.4% 11,340
Close 11,514 11,541 27 0.2% 11,541
Range 327 143 -184 -56.3% 371
ATR 223 217 -6 -2.6% 0
Volume 146,389 244,074 97,685 66.7% 874,625
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 11,937 11,882 11,620
R3 11,794 11,739 11,580
R2 11,651 11,651 11,567
R1 11,596 11,596 11,554 11,624
PP 11,508 11,508 11,508 11,522
S1 11,453 11,453 11,528 11,481
S2 11,365 11,365 11,515
S3 11,222 11,310 11,502
S4 11,079 11,167 11,462
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,644 12,463 11,745
R3 12,273 12,092 11,643
R2 11,902 11,902 11,609
R1 11,721 11,721 11,575 11,626
PP 11,531 11,531 11,531 11,483
S1 11,350 11,350 11,507 11,255
S2 11,160 11,160 11,473
S3 10,789 10,979 11,439
S4 10,418 10,608 11,337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,793 11,366 427 3.7% 219 1.9% 41% False False 178,511
10 11,793 11,286 507 4.4% 206 1.8% 50% False False 183,670
20 11,853 11,286 567 4.9% 215 1.9% 45% False False 197,113
40 11,853 10,812 1,041 9.0% 230 2.0% 70% False False 206,842
60 12,372 10,812 1,560 13.5% 222 1.9% 47% False False 193,363
80 13,139 10,812 2,327 20.2% 211 1.8% 31% False False 145,103
100 13,140 10,812 2,328 20.2% 201 1.7% 31% False False 116,098
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,171
2.618 11,937
1.618 11,794
1.000 11,706
0.618 11,651
HIGH 11,563
0.618 11,508
0.500 11,492
0.382 11,475
LOW 11,420
0.618 11,332
1.000 11,277
1.618 11,189
2.618 11,046
4.250 10,812
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 11,525 11,607
PP 11,508 11,585
S1 11,492 11,563

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

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