mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 11,566 11,610 44 0.4% 11,090
High 11,682 11,630 -52 -0.4% 11,510
Low 11,542 11,330 -212 -1.8% 10,812
Close 11,613 11,351 -262 -2.3% 11,501
Range 140 300 160 114.3% 698
ATR 228 233 5 2.2% 0
Volume 181,783 194,513 12,730 7.0% 1,390,663
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 12,337 12,144 11,516
R3 12,037 11,844 11,434
R2 11,737 11,737 11,406
R1 11,544 11,544 11,379 11,491
PP 11,437 11,437 11,437 11,410
S1 11,244 11,244 11,324 11,191
S2 11,137 11,137 11,296
S3 10,837 10,944 11,269
S4 10,537 10,644 11,186
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 13,368 13,133 11,885
R3 12,670 12,435 11,693
R2 11,972 11,972 11,629
R1 11,737 11,737 11,565 11,855
PP 11,274 11,274 11,274 11,333
S1 11,039 11,039 11,437 11,157
S2 10,576 10,576 11,373
S3 9,878 10,341 11,309
S4 9,180 9,643 11,117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,682 11,304 378 3.3% 214 1.9% 12% False False 193,292
10 11,682 10,812 870 7.7% 259 2.3% 62% False False 236,684
20 11,802 10,812 990 8.7% 252 2.2% 54% False False 232,341
40 12,722 10,812 1,910 16.8% 222 2.0% 28% False False 154,243
60 13,140 10,812 2,328 20.5% 201 1.8% 23% False False 102,868
80 13,140 10,812 2,328 20.5% 190 1.7% 23% False False 77,161
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 61
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,905
2.618 12,416
1.618 12,116
1.000 11,930
0.618 11,816
HIGH 11,630
0.618 11,516
0.500 11,480
0.382 11,445
LOW 11,330
0.618 11,145
1.000 11,030
1.618 10,845
2.618 10,545
4.250 10,055
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 11,480 11,506
PP 11,437 11,454
S1 11,394 11,403

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

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