mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 12,980 13,010 30 0.2% 12,783
High 13,139 13,010 -129 -1.0% 13,037
Low 12,965 12,779 -186 -1.4% 12,741
Close 13,046 12,850 -196 -1.5% 12,983
Range 174 231 57 32.8% 296
ATR 159 167 8 4.8% 0
Volume 262 140 -122 -46.6% 465
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 13,573 13,442 12,977
R3 13,342 13,211 12,914
R2 13,111 13,111 12,892
R1 12,980 12,980 12,871 12,930
PP 12,880 12,880 12,880 12,855
S1 12,749 12,749 12,829 12,699
S2 12,649 12,649 12,808
S3 12,418 12,518 12,787
S4 12,187 12,287 12,723
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 13,808 13,692 13,146
R3 13,512 13,396 13,065
R2 13,216 13,216 13,037
R1 13,100 13,100 13,010 13,158
PP 12,920 12,920 12,920 12,950
S1 12,804 12,804 12,956 12,862
S2 12,624 12,624 12,929
S3 12,328 12,508 12,902
S4 12,032 12,212 12,820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,139 12,779 360 2.8% 176 1.4% 20% False True 136
10 13,139 12,709 430 3.3% 164 1.3% 33% False False 122
20 13,140 12,698 442 3.4% 163 1.3% 34% False False 98
40 13,140 12,150 990 7.7% 159 1.2% 71% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,992
2.618 13,615
1.618 13,384
1.000 13,241
0.618 13,153
HIGH 13,010
0.618 12,922
0.500 12,895
0.382 12,867
LOW 12,779
0.618 12,636
1.000 12,548
1.618 12,405
2.618 12,174
4.250 11,797
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 12,895 12,959
PP 12,880 12,923
S1 12,865 12,886

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

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