mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 11,890 11,782 -108 -0.9% 12,279
High 11,943 12,192 249 2.1% 12,355
Low 11,735 11,753 18 0.2% 11,820
Close 11,779 12,190 411 3.5% 11,891
Range 208 439 231 111.1% 535
ATR 246 260 14 5.6% 0
Volume 260,088 210,982 -49,106 -18.9% 1,042,950
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,362 13,215 12,432
R3 12,923 12,776 12,311
R2 12,484 12,484 12,271
R1 12,337 12,337 12,230 12,411
PP 12,045 12,045 12,045 12,082
S1 11,898 11,898 12,150 11,972
S2 11,606 11,606 12,110
S3 11,167 11,459 12,069
S4 10,728 11,020 11,949
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,627 13,294 12,185
R3 13,092 12,759 12,038
R2 12,557 12,557 11,989
R1 12,224 12,224 11,940 12,123
PP 12,022 12,022 12,022 11,972
S1 11,689 11,689 11,842 11,588
S2 11,487 11,487 11,793
S3 10,952 11,154 11,744
S4 10,417 10,619 11,597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,355 11,735 620 5.1% 295 2.4% 73% False False 228,484
10 12,762 11,735 1,027 8.4% 252 2.1% 44% False False 203,253
20 12,762 11,735 1,027 8.4% 244 2.0% 44% False False 193,671
40 12,834 11,456 1,378 11.3% 277 2.3% 53% False False 202,473
60 13,654 11,456 2,198 18.0% 254 2.1% 33% False False 181,391
80 13,879 11,456 2,423 19.9% 244 2.0% 30% False False 136,221
100 14,048 11,456 2,592 21.3% 232 1.9% 28% False False 108,988
120 14,369 11,456 2,913 23.9% 204 1.7% 25% False False 90,826
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 27 trading days
Fibonacci Retracements and Extensions
4.250 14,058
2.618 13,341
1.618 12,902
1.000 12,631
0.618 12,463
HIGH 12,192
0.618 12,024
0.500 11,973
0.382 11,921
LOW 11,753
0.618 11,482
1.000 11,314
1.618 11,043
2.618 10,604
4.250 9,887
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 12,118 12,115
PP 12,045 12,039
S1 11,973 11,964

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

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