mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 11,514 11,544 30 0.3% 11,617
High 11,563 11,554 -9 -0.1% 11,711
Low 11,420 11,182 -238 -2.1% 11,340
Close 11,541 11,200 -341 -3.0% 11,541
Range 143 372 229 160.1% 371
ATR 217 228 11 5.1% 0
Volume 244,074 208,357 -35,717 -14.6% 874,625
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 12,428 12,186 11,405
R3 12,056 11,814 11,302
R2 11,684 11,684 11,268
R1 11,442 11,442 11,234 11,377
PP 11,312 11,312 11,312 11,280
S1 11,070 11,070 11,166 11,005
S2 10,940 10,940 11,132
S3 10,568 10,698 11,098
S4 10,196 10,326 10,996
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 11,182 611 5.5% 256 2.3% 3% False True 188,664
10 11,793 11,182 611 5.5% 227 2.0% 3% False True 185,525
20 11,853 11,182 671 6.0% 226 2.0% 3% False True 197,239
40 11,853 10,812 1,041 9.3% 232 2.1% 37% False False 205,670
60 12,353 10,812 1,541 13.8% 225 2.0% 25% False False 196,801
80 13,139 10,812 2,327 20.8% 214 1.9% 17% False False 147,707
100 13,140 10,812 2,328 20.8% 204 1.8% 17% False False 118,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 13,135
2.618 12,528
1.618 12,156
1.000 11,926
0.618 11,784
HIGH 11,554
0.618 11,412
0.500 11,368
0.382 11,324
LOW 11,182
0.618 10,952
1.000 10,810
1.618 10,580
2.618 10,208
4.250 9,601
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 11,368 11,488
PP 11,312 11,392
S1 11,256 11,296

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

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