mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 11,212 11,241 29 0.3% 11,365
High 11,323 11,384 61 0.5% 11,438
Low 11,138 11,104 -34 -0.3% 11,138
Close 11,288 11,205 -83 -0.7% 11,288
Range 185 280 95 51.4% 300
ATR 197 203 6 3.0% 0
Volume 218,435 170,223 -48,212 -22.1% 936,866
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,071 11,918 11,359
R3 11,791 11,638 11,282
R2 11,511 11,511 11,256
R1 11,358 11,358 11,231 11,295
PP 11,231 11,231 11,231 11,199
S1 11,078 11,078 11,179 11,015
S2 10,951 10,951 11,154
S3 10,671 10,798 11,128
S4 10,391 10,518 11,051
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,188 12,038 11,453
R3 11,888 11,738 11,371
R2 11,588 11,588 11,343
R1 11,438 11,438 11,316 11,363
PP 11,288 11,288 11,288 11,251
S1 11,138 11,138 11,261 11,063
S2 10,988 10,988 11,233
S3 10,688 10,838 11,206
S4 10,388 10,538 11,123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,438 11,104 334 3.0% 219 2.0% 30% False True 221,417
10 11,919 11,104 815 7.3% 210 1.9% 12% False True 207,098
20 12,372 11,104 1,268 11.3% 200 1.8% 8% False True 153,698
40 13,139 11,104 2,035 18.2% 188 1.7% 5% False True 76,975
60 13,140 11,104 2,036 18.2% 178 1.6% 5% False True 51,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,574
2.618 12,117
1.618 11,837
1.000 11,664
0.618 11,557
HIGH 11,384
0.618 11,277
0.500 11,244
0.382 11,211
LOW 11,104
0.618 10,931
1.000 10,824
1.618 10,651
2.618 10,371
4.250 9,914
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 11,244 11,271
PP 11,231 11,249
S1 11,218 11,227

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

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