mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 12,293 12,286 -7 -0.1% 12,629
High 12,372 12,332 -40 -0.3% 12,655
Low 12,174 12,090 -84 -0.7% 12,188
Close 12,278 12,102 -176 -1.4% 12,213
Range 198 242 44 22.2% 467
ATR 184 188 4 2.2% 0
Volume 2,102 3,574 1,472 70.0% 2,848
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,901 12,743 12,235
R3 12,659 12,501 12,169
R2 12,417 12,417 12,146
R1 12,259 12,259 12,124 12,217
PP 12,175 12,175 12,175 12,154
S1 12,017 12,017 12,080 11,975
S2 11,933 11,933 12,058
S3 11,691 11,775 12,036
S4 11,449 11,533 11,969
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,753 13,450 12,470
R3 13,286 12,983 12,342
R2 12,819 12,819 12,299
R1 12,516 12,516 12,256 12,434
PP 12,352 12,352 12,352 12,311
S1 12,049 12,049 12,170 11,967
S2 11,885 11,885 12,128
S3 11,418 11,582 12,085
S4 10,951 11,115 11,956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,655 12,090 565 4.7% 257 2.1% 2% False True 1,763
10 12,722 12,090 632 5.2% 212 1.8% 2% False True 1,066
20 13,139 12,090 1,049 8.7% 182 1.5% 1% False True 602
40 13,140 12,090 1,050 8.7% 170 1.4% 1% False True 341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,361
2.618 12,966
1.618 12,724
1.000 12,574
0.618 12,482
HIGH 12,332
0.618 12,240
0.500 12,211
0.382 12,183
LOW 12,090
0.618 11,941
1.000 11,848
1.618 11,699
2.618 11,457
4.250 11,062
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 12,211 12,231
PP 12,175 12,188
S1 12,138 12,145

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

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