mini-sized Dow ($5) Future June 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 12,876 12,995 119 0.9% 12,740
High 13,002 13,033 31 0.2% 13,033
Low 12,858 12,892 34 0.3% 12,730
Close 12,996 12,983 -13 -0.1% 12,983
Range 144 141 -3 -2.1% 303
ATR 179 177 -3 -1.5% 0
Volume 149,877 140,233 -9,644 -6.4% 674,810
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 13,392 13,329 13,061
R3 13,251 13,188 13,022
R2 13,110 13,110 13,009
R1 13,047 13,047 12,996 13,008
PP 12,969 12,969 12,969 12,950
S1 12,906 12,906 12,970 12,867
S2 12,828 12,828 12,957
S3 12,687 12,765 12,944
S4 12,546 12,624 12,906
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 13,824 13,707 13,150
R3 13,521 13,404 13,066
R2 13,218 13,218 13,039
R1 13,101 13,101 13,011 13,160
PP 12,915 12,915 12,915 12,945
S1 12,798 12,798 12,955 12,857
S2 12,612 12,612 12,928
S3 12,309 12,495 12,900
S4 12,006 12,192 12,816
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,033 12,730 303 2.3% 161 1.2% 83% True False 134,962
10 13,060 12,705 355 2.7% 162 1.2% 78% False False 141,073
20 13,133 12,653 480 3.7% 165 1.3% 69% False False 140,285
40 13,133 12,158 975 7.5% 182 1.4% 85% False False 144,426
60 13,133 11,671 1,462 11.3% 215 1.7% 90% False False 117,836
80 13,133 11,671 1,462 11.3% 218 1.7% 90% False False 88,391
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 32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,632
2.618 13,402
1.618 13,261
1.000 13,174
0.618 13,120
HIGH 13,033
0.618 12,979
0.500 12,963
0.382 12,946
LOW 12,892
0.618 12,805
1.000 12,751
1.618 12,664
2.618 12,523
4.250 12,293
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 12,976 12,958
PP 12,969 12,933
S1 12,963 12,908

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

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