mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 12,560 12,691 131 1.0% 12,347
High 12,741 12,762 21 0.2% 12,519
Low 12,510 12,608 98 0.8% 12,161
Close 12,699 12,693 -6 0.0% 12,395
Range 231 154 -77 -33.3% 358
ATR 253 246 -7 -2.8% 0
Volume 212,809 196,862 -15,947 -7.5% 720,028
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 13,150 13,075 12,778
R3 12,996 12,921 12,735
R2 12,842 12,842 12,721
R1 12,767 12,767 12,707 12,805
PP 12,688 12,688 12,688 12,706
S1 12,613 12,613 12,679 12,651
S2 12,534 12,534 12,665
S3 12,380 12,459 12,651
S4 12,226 12,305 12,608
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 13,432 13,272 12,592
R3 13,074 12,914 12,494
R2 12,716 12,716 12,461
R1 12,556 12,556 12,428 12,636
PP 12,358 12,358 12,358 12,399
S1 12,198 12,198 12,362 12,278
S2 12,000 12,000 12,329
S3 11,642 11,840 12,297
S4 11,284 11,482 12,198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,762 12,161 601 4.7% 229 1.8% 89% True False 204,187
10 12,762 12,161 601 4.7% 224 1.8% 89% True False 187,236
20 12,781 12,071 710 5.6% 243 1.9% 88% False False 184,029
40 13,454 11,456 1,998 15.7% 275 2.2% 62% False False 196,458
60 13,879 11,456 2,423 19.1% 247 1.9% 51% False False 150,993
80 13,879 11,456 2,423 19.1% 239 1.9% 51% False False 113,284
100 14,369 11,456 2,913 22.9% 217 1.7% 42% False False 90,633
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 64
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 13,417
2.618 13,165
1.618 13,011
1.000 12,916
0.618 12,857
HIGH 12,762
0.618 12,703
0.500 12,685
0.382 12,667
LOW 12,608
0.618 12,513
1.000 12,454
1.618 12,359
2.618 12,205
4.250 11,954
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 12,690 12,647
PP 12,688 12,600
S1 12,685 12,554

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

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