mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 12,398 12,385 -13 -0.1% 12,461
High 12,500 12,617 117 0.9% 12,722
Low 12,346 12,384 38 0.3% 12,444
Close 12,404 12,618 214 1.7% 12,638
Range 154 233 79 51.3% 278
ATR 160 165 5 3.3% 0
Volume 599 635 36 6.0% 963
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,239 13,161 12,746
R3 13,006 12,928 12,682
R2 12,773 12,773 12,661
R1 12,695 12,695 12,639 12,734
PP 12,540 12,540 12,540 12,559
S1 12,462 12,462 12,597 12,501
S2 12,307 12,307 12,575
S3 12,074 12,229 12,554
S4 11,841 11,996 12,490
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 13,435 13,315 12,791
R3 13,157 13,037 12,715
R2 12,879 12,879 12,689
R1 12,759 12,759 12,664 12,819
PP 12,601 12,601 12,601 12,632
S1 12,481 12,481 12,613 12,541
S2 12,323 12,323 12,587
S3 12,045 12,203 12,562
S4 11,767 11,925 12,485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,685 12,339 346 2.7% 181 1.4% 81% False False 453
10 12,722 12,339 383 3.0% 152 1.2% 73% False False 299
20 13,139 12,339 800 6.3% 160 1.3% 35% False False 212
40 13,140 12,270 870 6.9% 164 1.3% 40% False False 139
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 25
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 13,607
2.618 13,227
1.618 12,994
1.000 12,850
0.618 12,761
HIGH 12,617
0.618 12,528
0.500 12,501
0.382 12,473
LOW 12,384
0.618 12,240
1.000 12,151
1.618 12,007
2.618 11,774
4.250 11,394
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 12,579 12,571
PP 12,540 12,525
S1 12,501 12,478

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

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