mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 12,286 12,100 -186 -1.5% 12,629
High 12,332 12,276 -56 -0.5% 12,655
Low 12,090 12,084 -6 0.0% 12,188
Close 12,102 12,158 56 0.5% 12,213
Range 242 192 -50 -20.7% 467
ATR 188 189 0 0.1% 0
Volume 3,574 8,432 4,858 135.9% 2,848
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,749 12,645 12,264
R3 12,557 12,453 12,211
R2 12,365 12,365 12,193
R1 12,261 12,261 12,176 12,313
PP 12,173 12,173 12,173 12,199
S1 12,069 12,069 12,141 12,121
S2 11,981 11,981 12,123
S3 11,789 11,877 12,105
S4 11,597 11,685 12,053
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 12,084 571 4.7% 248 2.0% 13% False True 3,323
10 12,685 12,084 601 4.9% 214 1.8% 12% False True 1,888
20 13,139 12,084 1,055 8.7% 185 1.5% 7% False True 1,018
40 13,140 12,084 1,056 8.7% 173 1.4% 7% False True 549
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 33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,092
2.618 12,779
1.618 12,587
1.000 12,468
0.618 12,395
HIGH 12,276
0.618 12,203
0.500 12,180
0.382 12,157
LOW 12,084
0.618 11,965
1.000 11,892
1.618 11,773
2.618 11,581
4.250 11,268
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 12,180 12,228
PP 12,173 12,205
S1 12,165 12,181

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

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