mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 17-Mar-2008
Day Change Summary
Previous Current
14-Mar-2008 17-Mar-2008 Change Change % Previous Week
Open 12,150 11,970 -180 -1.5% 11,890
High 12,292 12,124 -168 -1.4% 12,310
Low 11,837 11,708 -129 -1.1% 11,735
Close 11,982 12,000 18 0.2% 11,982
Range 455 416 -39 -8.6% 575
ATR 276 286 10 3.6% 0
Volume 133,788 88,906 -44,882 -33.5% 1,042,661
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,192 13,012 12,229
R3 12,776 12,596 12,115
R2 12,360 12,360 12,076
R1 12,180 12,180 12,038 12,270
PP 11,944 11,944 11,944 11,989
S1 11,764 11,764 11,962 11,854
S2 11,528 11,528 11,924
S3 11,112 11,348 11,886
S4 10,696 10,932 11,771
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,734 13,433 12,298
R3 13,159 12,858 12,140
R2 12,584 12,584 12,088
R1 12,283 12,283 12,035 12,434
PP 12,009 12,009 12,009 12,084
S1 11,708 11,708 11,929 11,859
S2 11,434 11,434 11,877
S3 10,859 11,133 11,824
S4 10,284 10,558 11,666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,310 11,708 602 5.0% 372 3.1% 49% False True 174,295
10 12,355 11,708 647 5.4% 315 2.6% 45% False True 197,980
20 12,762 11,708 1,054 8.8% 269 2.2% 28% False True 191,488
40 12,781 11,456 1,325 11.0% 283 2.4% 41% False False 207,086
60 13,654 11,456 2,198 18.3% 265 2.2% 25% False False 185,158
80 13,879 11,456 2,423 20.2% 251 2.1% 22% False False 144,473
100 14,042 11,456 2,586 21.6% 240 2.0% 21% False False 115,592
120 14,369 11,456 2,913 24.3% 215 1.8% 19% False False 96,330
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 79
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,892
2.618 13,213
1.618 12,797
1.000 12,540
0.618 12,381
HIGH 12,124
0.618 11,965
0.500 11,916
0.382 11,867
LOW 11,708
0.618 11,451
1.000 11,292
1.618 11,035
2.618 10,619
4.250 9,940
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 11,972 12,000
PP 11,944 12,000
S1 11,916 12,000

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

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