mini-sized Dow ($5) Future September 2008

Trading Metrics calculated at close of trading on 02-Jul-2008

Day Change Summary
	Previous	Current
	01-Jul-2008	02-Jul-2008	Change	Change %	Previous Week
Open	11,355	11,378	23	0.2%	11,851
High	11,397	11,438	41	0.4%	11,919
Low	11,167	11,192	25	0.2%	11,284
Close	11,379	11,211	-168	-1.5%	11,357
Range	230	246	16	7.0%	635
ATR	194	198	4	1.9%	0
Volume	184,154	317,850	133,696	72.6%	963,900

Daily Pivots for day following 02-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,018	11,861	11,346
R3	11,772	11,615	11,279
R2	11,526	11,526	11,256
R1	11,369	11,369	11,234	11,325
PP	11,280	11,280	11,280	11,258
S1	11,123	11,123	11,189	11,079
S2	11,034	11,034	11,166
S3	10,788	10,877	11,143
S4	10,542	10,631	11,076

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	13,425	13,026	11,706
R3	12,790	12,391	11,532
R2	12,155	12,155	11,474
R1	11,756	11,756	11,415	11,638
PP	11,520	11,520	11,520	11,461
S1	11,121	11,121	11,299	11,003
S2	10,885	10,885	11,241
S3	10,250	10,486	11,183
S4	9,615	9,851	11,008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,802	11,167	635	5.7%	243	2.2%	7%	False	False	233,163
10	12,115	11,167	948	8.5%	201	1.8%	5%	False	False	208,524
20	12,655	11,167	1,488	13.3%	211	1.9%	3%	False	False	134,344
40	13,139	11,167	1,972	17.6%	182	1.6%	2%	False	False	67,263
60	13,140	11,167	1,973	17.6%	178	1.6%	2%	False	False	44,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	41
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,484
2.618	12,082
1.618	11,836
1.000	11,684
0.618	11,590
HIGH	11,438
0.618	11,344
0.500	11,315
0.382	11,286
LOW	11,192
0.618	11,040
1.000	10,946
1.618	10,794
2.618	10,548
4.250	10,147

Fisher Pivots for day following 02-Jul-2008
Pivot	1 day	3 day
R1	11,315	11,303
PP	11,280	11,272
S1	11,246	11,242

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