mini-sized Dow ($5) Future June 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 11,781 12,180 399 3.4% 12,260
High 12,197 12,314 117 1.0% 12,360
Low 11,759 12,107 348 3.0% 11,823
Close 12,193 12,128 -65 -0.5% 11,893
Range 438 207 -231 -52.7% 537
ATR 241 239 -2 -1.0% 0
Volume 888 2,462 1,574 177.3% 1,870
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 12,804 12,673 12,242
R3 12,597 12,466 12,185
R2 12,390 12,390 12,166
R1 12,259 12,259 12,147 12,221
PP 12,183 12,183 12,183 12,164
S1 12,052 12,052 12,109 12,014
S2 11,976 11,976 12,090
S3 11,769 11,845 12,071
S4 11,562 11,638 12,014
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,636 13,302 12,188
R3 13,099 12,765 12,041
R2 12,562 12,562 11,992
R1 12,228 12,228 11,942 12,127
PP 12,025 12,025 12,025 11,975
S1 11,691 11,691 11,844 11,590
S2 11,488 11,488 11,795
S3 10,951 11,154 11,745
S4 10,414 10,617 11,598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,335 11,740 595 4.9% 292 2.4% 65% False False 1,126
10 12,700 11,740 960 7.9% 253 2.1% 40% False False 679
20 12,770 11,740 1,030 8.5% 218 1.8% 38% False False 384
40 12,772 11,542 1,230 10.1% 234 1.9% 48% False False 213
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,194
2.618 12,856
1.618 12,649
1.000 12,521
0.618 12,442
HIGH 12,314
0.618 12,235
0.500 12,211
0.382 12,186
LOW 12,107
0.618 11,979
1.000 11,900
1.618 11,772
2.618 11,565
4.250 11,227
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 12,211 12,094
PP 12,183 12,061
S1 12,156 12,027

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

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