mini-sized Dow ($5) Future June 2008

Trading Metrics calculated at close of trading on 25-Mar-2008

Day Change Summary
	Previous	Current
	24-Mar-2008	25-Mar-2008	Change	Change %	Previous Week
Open	12,330	12,539	209	1.7%	11,976
High	12,620	12,606	-14	-0.1%	12,464
Low	12,317	12,445	128	1.0%	11,671
Close	12,540	12,515	-25	-0.2%	12,328
Range	303	161	-142	-46.9%	793
ATR	298	288	-10	-3.3%	0
Volume	182,539	134,989	-47,550	-26.0%	1,084,726

Daily Pivots for day following 25-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	13,005	12,921	12,604
R3	12,844	12,760	12,559
R2	12,683	12,683	12,545
R1	12,599	12,599	12,530	12,561
PP	12,522	12,522	12,522	12,503
S1	12,438	12,438	12,500	12,400
S2	12,361	12,361	12,486
S3	12,200	12,277	12,471
S4	12,039	12,116	12,427

Weekly Pivots for week ending 21-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	14,533	14,224	12,764
R3	13,740	13,431	12,546
R2	12,947	12,947	12,474
R1	12,638	12,638	12,401	12,793
PP	12,154	12,154	12,154	12,232
S1	11,845	11,845	12,255	12,000
S2	11,361	11,361	12,183
S3	10,568	11,052	12,110
S4	9,775	10,259	11,892

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,620	11,988	632	5.0%	320	2.6%	83%	False	False	220,376
10	12,620	11,671	949	7.6%	355	2.8%	89%	False	False	160,667
20	12,770	11,671	1,099	8.8%	290	2.3%	77%	False	False	80,518
40	12,772	11,671	1,101	8.8%	250	2.0%	77%	False	False	40,293

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	75
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	13,290
2.618	13,028
1.618	12,867
1.000	12,767
0.618	12,706
HIGH	12,606
0.618	12,545
0.500	12,526
0.382	12,507
LOW	12,445
0.618	12,346
1.000	12,284
1.618	12,185
2.618	12,024
4.250	11,761

Fisher Pivots for day following 25-Mar-2008
Pivot	1 day	3 day
R1	12,526	12,454
PP	12,522	12,394
S1	12,519	12,333

Download as Excel Spreadsheet

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

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