mini-sized Dow ($5) Future June 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 12,390 393 3.3% 11,895
High 12,405 12,464 59 0.5% 12,314
Low 11,988 12,077 89 0.7% 11,740
Close 12,405 12,119 -286 -2.3% 11,984
Range 417 387 -30 -7.2% 574
ATR 288 295 7 2.5% 0
Volume 320,186 216,700 -103,486 -32.3% 205,731
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,381 13,137 12,332
R3 12,994 12,750 12,226
R2 12,607 12,607 12,190
R1 12,363 12,363 12,155 12,292
PP 12,220 12,220 12,220 12,184
S1 11,976 11,976 12,084 11,905
S2 11,833 11,833 12,048
S3 11,446 11,589 12,013
S4 11,059 11,202 11,906
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,735 13,433 12,300
R3 13,161 12,859 12,142
R2 12,587 12,587 12,089
R1 12,285 12,285 12,037 12,436
PP 12,013 12,013 12,013 12,088
S1 11,711 11,711 11,932 11,862
S2 11,439 11,439 11,879
S3 10,865 11,137 11,826
S4 10,291 10,563 11,668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,464 11,671 793 6.5% 421 3.5% 56% True False 207,665
10 12,464 11,671 793 6.5% 356 2.9% 56% True False 104,395
20 12,770 11,671 1,099 9.1% 276 2.3% 41% False False 52,286
40 12,772 11,671 1,101 9.1% 249 2.1% 41% False False 26,170
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 79
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,109
2.618 13,477
1.618 13,090
1.000 12,851
0.618 12,703
HIGH 12,464
0.618 12,316
0.500 12,271
0.382 12,225
LOW 12,077
0.618 11,838
1.000 11,690
1.618 11,451
2.618 11,064
4.250 10,432
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 12,271 12,102
PP 12,220 12,085
S1 12,170 12,068

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

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