mini-sized Dow ($5) Future December 2008

Trading Metrics calculated at close of trading on 01-Jul-2008

Day Change Summary
	Previous	Current
	30-Jun-2008	01-Jul-2008	Change	Change %	Previous Week
Open	11,525	11,302	-223	-1.9%	11,880
High	11,525	11,386	-139	-1.2%	11,925
Low	11,284	11,169	-115	-1.0%	11,291
Close	11,342	11,379	37	0.3%	11,360
Range	241	217	-24	-10.0%	634
ATR	167	171	4	2.1%	0
Volume	76	82	6	7.9%	141

Daily Pivots for day following 01-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	11,962	11,888	11,498
R3	11,745	11,671	11,439
R2	11,528	11,528	11,419
R1	11,454	11,454	11,399	11,491
PP	11,311	11,311	11,311	11,330
S1	11,237	11,237	11,359	11,274
S2	11,094	11,094	11,339
S3	10,877	11,020	11,319
S4	10,660	10,803	11,260

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	13,427	13,028	11,709
R3	12,793	12,394	11,534
R2	12,159	12,159	11,476
R1	11,760	11,760	11,418	11,643
PP	11,525	11,525	11,525	11,467
S1	11,126	11,126	11,302	11,009
S2	10,891	10,891	11,244
S3	10,257	10,492	11,186
S4	9,623	9,858	11,011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,921	11,169	752	6.6%	248	2.2%	28%	False	True	57
10	12,205	11,169	1,036	9.1%	197	1.7%	20%	False	True	32

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,308
2.618	11,954
1.618	11,737
1.000	11,603
0.618	11,520
HIGH	11,386
0.618	11,303
0.500	11,278
0.382	11,252
LOW	11,169
0.618	11,035
1.000	10,952
1.618	10,818
2.618	10,601
4.250	10,247

Fisher Pivots for day following 01-Jul-2008
Pivot	1 day	3 day
R1	11,345	11,368
PP	11,311	11,358
S1	11,278	11,347

Download as Excel Spreadsheet

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

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