mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 11,524 11,620 96 0.8% 11,686
High 11,712 11,707 -5 0.0% 11,853
Low 11,444 11,595 151 1.3% 11,443
Close 11,618 11,663 45 0.4% 11,663
Range 268 112 -156 -58.2% 410
ATR 234 226 -9 -3.7% 0
Volume 238,278 241,362 3,084 1.3% 1,117,562
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 11,991 11,939 11,725
R3 11,879 11,827 11,694
R2 11,767 11,767 11,684
R1 11,715 11,715 11,673 11,741
PP 11,655 11,655 11,655 11,668
S1 11,603 11,603 11,653 11,629
S2 11,543 11,543 11,643
S3 11,431 11,491 11,632
S4 11,319 11,379 11,602
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 12,883 12,683 11,889
R3 12,473 12,273 11,776
R2 12,063 12,063 11,738
R1 11,863 11,863 11,701 11,758
PP 11,653 11,653 11,653 11,601
S1 11,453 11,453 11,626 11,348
S2 11,243 11,243 11,588
S3 10,833 11,043 11,550
S4 10,423 10,633 11,438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,853 11,443 410 3.5% 199 1.7% 54% False False 223,512
10 11,853 11,197 656 5.6% 226 1.9% 71% False False 208,499
20 11,853 11,101 752 6.4% 222 1.9% 75% False False 194,912
40 12,054 10,812 1,242 10.6% 232 2.0% 69% False False 214,066
60 12,722 10,812 1,910 16.4% 215 1.8% 45% False False 156,238
80 13,140 10,812 2,328 20.0% 202 1.7% 37% False False 117,203
100 13,140 10,812 2,328 20.0% 194 1.7% 37% False False 93,769
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 12,183
2.618 12,000
1.618 11,888
1.000 11,819
0.618 11,776
HIGH 11,707
0.618 11,664
0.500 11,651
0.382 11,638
LOW 11,595
0.618 11,526
1.000 11,483
1.618 11,414
2.618 11,302
4.250 11,119
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 11,659 11,635
PP 11,655 11,606
S1 11,651 11,578

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

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