mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 11,782 12,185 403 3.4% 12,279
High 12,192 12,310 118 1.0% 12,355
Low 11,753 12,102 349 3.0% 11,820
Close 12,190 12,124 -66 -0.5% 11,891
Range 439 208 -231 -52.6% 535
ATR 260 256 -4 -1.4% 0
Volume 210,982 241,922 30,940 14.7% 1,042,950
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 12,803 12,671 12,239
R3 12,595 12,463 12,181
R2 12,387 12,387 12,162
R1 12,255 12,255 12,143 12,217
PP 12,179 12,179 12,179 12,160
S1 12,047 12,047 12,105 12,009
S2 11,971 11,971 12,086
S3 11,763 11,839 12,067
S4 11,555 11,631 12,010
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 12,335 11,735 600 4.9% 295 2.4% 65% False False 228,015
10 12,697 11,735 962 7.9% 257 2.1% 40% False False 207,759
20 12,762 11,735 1,027 8.5% 241 2.0% 38% False False 197,497
40 12,807 11,456 1,351 11.1% 277 2.3% 49% False False 203,155
60 13,654 11,456 2,198 18.1% 255 2.1% 30% False False 185,241
80 13,879 11,456 2,423 20.0% 244 2.0% 28% False False 139,244
100 14,042 11,456 2,586 21.3% 234 1.9% 26% False False 111,408
120 14,369 11,456 2,913 24.0% 206 1.7% 23% False False 92,842
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 41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,194
2.618 12,855
1.618 12,647
1.000 12,518
0.618 12,439
HIGH 12,310
0.618 12,231
0.500 12,206
0.382 12,182
LOW 12,102
0.618 11,974
1.000 11,894
1.618 11,766
2.618 11,558
4.250 11,218
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 12,206 12,090
PP 12,179 12,056
S1 12,151 12,023

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

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