mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 12,362 12,471 109 0.9% 12,106
High 12,504 12,678 174 1.4% 12,490
Low 12,339 12,356 17 0.1% 11,456
Close 12,471 12,394 -77 -0.6% 12,236
Range 165 322 157 95.2% 1,034
ATR 293 295 2 0.7% 0
Volume 183,631 138,064 -45,567 -24.8% 1,180,738
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 13,442 13,240 12,571
R3 13,120 12,918 12,483
R2 12,798 12,798 12,453
R1 12,596 12,596 12,424 12,536
PP 12,476 12,476 12,476 12,446
S1 12,274 12,274 12,365 12,214
S2 12,154 12,154 12,335
S3 11,832 11,952 12,306
S4 11,510 11,630 12,217
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 15,163 14,733 12,805
R3 14,129 13,699 12,520
R2 13,095 13,095 12,426
R1 12,665 12,665 12,331 12,880
PP 12,061 12,061 12,061 12,168
S1 11,631 11,631 12,141 11,846
S2 11,027 11,027 12,047
S3 9,993 10,597 11,952
S4 8,959 9,563 11,667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,678 12,083 595 4.8% 265 2.1% 52% True False 211,624
10 12,678 11,456 1,222 9.9% 367 3.0% 77% True False 250,609
20 13,376 11,456 1,920 15.5% 315 2.5% 49% False False 211,494
40 13,879 11,456 2,423 19.5% 252 2.0% 39% False False 137,917
60 13,879 11,456 2,423 19.5% 240 1.9% 39% False False 92,002
80 14,369 11,456 2,913 23.5% 214 1.7% 32% False False 69,010
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 122
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,047
2.618 13,521
1.618 13,199
1.000 13,000
0.618 12,877
HIGH 12,678
0.618 12,555
0.500 12,517
0.382 12,479
LOW 12,356
0.618 12,157
1.000 12,034
1.618 11,835
2.618 11,513
4.250 10,988
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 12,517 12,390
PP 12,476 12,385
S1 12,435 12,381

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

View Archives - Comment on this page... - Back to Index of Symbols