mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 12,155 12,300 145 1.2% 12,206
High 12,324 12,335 11 0.1% 12,372
Low 12,116 12,213 97 0.8% 12,084
Close 12,302 12,262 -40 -0.3% 12,302
Range 208 122 -86 -41.3% 288
ATR 190 185 -5 -2.6% 0
Volume 130,618 154,833 24,215 18.5% 146,298
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,636 12,571 12,329
R3 12,514 12,449 12,296
R2 12,392 12,392 12,284
R1 12,327 12,327 12,273 12,299
PP 12,270 12,270 12,270 12,256
S1 12,205 12,205 12,251 12,177
S2 12,148 12,148 12,240
S3 12,026 12,083 12,229
S4 11,904 11,961 12,195
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,117 12,997 12,461
R3 12,829 12,709 12,381
R2 12,541 12,541 12,355
R1 12,421 12,421 12,329 12,481
PP 12,253 12,253 12,253 12,283
S1 12,133 12,133 12,276 12,193
S2 11,965 11,965 12,249
S3 11,677 11,845 12,223
S4 11,389 11,557 12,144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,372 12,084 288 2.3% 193 1.6% 62% False False 59,911
10 12,655 12,084 571 4.7% 217 1.8% 31% False False 30,379
20 13,010 12,084 926 7.6% 185 1.5% 19% False False 15,271
40 13,140 12,084 1,056 8.6% 173 1.4% 17% False False 7,682
60 13,140 12,084 1,056 8.6% 165 1.3% 17% False False 5,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 37
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 12,854
2.618 12,655
1.618 12,533
1.000 12,457
0.618 12,411
HIGH 12,335
0.618 12,289
0.500 12,274
0.382 12,260
LOW 12,213
0.618 12,138
1.000 12,091
1.618 12,016
2.618 11,894
4.250 11,695
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 12,274 12,245
PP 12,270 12,227
S1 12,266 12,210

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

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