mini-sized Dow ($5) Future September 2008

Trading Metrics calculated at close of trading on 24-Jun-2008

Day Change Summary
	Previous	Current
	23-Jun-2008	24-Jun-2008	Change	Change %	Previous Week
Open	11,851	11,829	-22	-0.2%	12,300
High	11,912	11,902	-10	-0.1%	12,353
Low	11,809	11,720	-89	-0.8%	11,816
Close	11,831	11,813	-18	-0.2%	11,844
Range	103	182	79	76.7%	537
ATR	182	182	0	0.0%	0
Volume	199,160	132,271	-66,889	-33.6%	856,690

Daily Pivots for day following 24-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,358	12,267	11,913
R3	12,176	12,085	11,863
R2	11,994	11,994	11,846
R1	11,903	11,903	11,830	11,858
PP	11,812	11,812	11,812	11,789
S1	11,721	11,721	11,796	11,676
S2	11,630	11,630	11,780
S3	11,448	11,539	11,763
S4	11,266	11,357	11,713

Weekly Pivots for week ending 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	13,615	13,267	12,139
R3	13,078	12,730	11,992
R2	12,541	12,541	11,943
R1	12,193	12,193	11,893	12,099
PP	12,004	12,004	12,004	11,957
S1	11,656	11,656	11,795	11,562
S2	11,467	11,467	11,746
S3	10,930	11,119	11,696
S4	10,393	10,582	11,549

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,197	11,720	477	4.0%	173	1.5%	19%	False	True	180,062
10	12,353	11,720	633	5.4%	184	1.6%	15%	False	True	133,074
20	12,722	11,720	1,002	8.5%	192	1.6%	9%	False	True	66,899
40	13,140	11,720	1,420	12.0%	177	1.5%	7%	False	True	33,506
60	13,140	11,720	1,420	12.0%	169	1.4%	7%	False	True	22,350

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,676
2.618	12,379
1.618	12,197
1.000	12,084
0.618	12,015
HIGH	11,902
0.618	11,833
0.500	11,811
0.382	11,790
LOW	11,720
0.618	11,608
1.000	11,538
1.618	11,426
2.618	11,244
4.250	10,947

Fisher Pivots for day following 24-Jun-2008
Pivot	1 day	3 day
R1	11,812	11,887
PP	11,812	11,862
S1	11,811	11,838

Download as Excel Spreadsheet

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

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