mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 19-Mar-2008
Day Change Summary
Previous Current
18-Mar-2008 19-Mar-2008 Change Change % Previous Week
Open 11,997 12,391 394 3.3% 11,890
High 12,402 12,461 59 0.5% 12,310
Low 11,989 12,086 97 0.8% 11,735
Close 12,402 12,125 -277 -2.2% 11,982
Range 413 375 -38 -9.2% 575
ATR 295 301 6 1.9% 0
Volume 70,443 26,913 -43,530 -61.8% 1,042,661
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,349 13,112 12,331
R3 12,974 12,737 12,228
R2 12,599 12,599 12,194
R1 12,362 12,362 12,160 12,293
PP 12,224 12,224 12,224 12,190
S1 11,987 11,987 12,091 11,918
S2 11,849 11,849 12,056
S3 11,474 11,612 12,022
S4 11,099 11,237 11,919
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 12,461 11,708 753 6.2% 400 3.3% 55% True False 103,186
10 12,461 11,708 753 6.2% 347 2.9% 55% True False 165,600
20 12,762 11,708 1,054 8.7% 286 2.4% 40% False False 180,722
40 12,781 11,634 1,147 9.5% 278 2.3% 43% False False 188,869
60 13,654 11,456 2,198 18.1% 273 2.3% 30% False False 180,862
80 13,879 11,456 2,423 20.0% 258 2.1% 28% False False 145,686
100 14,042 11,456 2,586 21.3% 245 2.0% 26% False False 116,565
120 14,369 11,456 2,913 24.0% 221 1.8% 23% False False 97,141
Crabel Price Patterns
NR True
NR4 True
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 76
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,055
2.618 13,443
1.618 13,068
1.000 12,836
0.618 12,693
HIGH 12,461
0.618 12,318
0.500 12,274
0.382 12,229
LOW 12,086
0.618 11,854
1.000 11,711
1.618 11,479
2.618 11,104
4.250 10,492
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 12,274 12,112
PP 12,224 12,098
S1 12,175 12,085

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

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