mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 12,176 12,023 -153 -1.3% 12,206
High 12,197 12,115 -82 -0.7% 12,372
Low 11,993 11,977 -16 -0.1% 12,084
Close 12,028 12,044 16 0.1% 12,302
Range 204 138 -66 -32.4% 288
ATR 188 184 -4 -1.9% 0
Volume 165,972 207,653 41,681 25.1% 146,298
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,459 12,390 12,120
R3 12,321 12,252 12,082
R2 12,183 12,183 12,069
R1 12,114 12,114 12,057 12,149
PP 12,045 12,045 12,045 12,063
S1 11,976 11,976 12,031 12,011
S2 11,907 11,907 12,019
S3 11,769 11,838 12,006
S4 11,631 11,700 11,968
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 12,353 11,977 376 3.1% 176 1.5% 18% False True 158,410
10 12,655 11,977 678 5.6% 212 1.8% 10% False True 80,866
20 12,722 11,977 745 6.2% 182 1.5% 9% False True 40,583
40 13,140 11,977 1,163 9.7% 173 1.4% 6% False True 20,341
60 13,140 11,977 1,163 9.7% 169 1.4% 6% False True 13,572
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 43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,702
2.618 12,476
1.618 12,338
1.000 12,253
0.618 12,200
HIGH 12,115
0.618 12,062
0.500 12,046
0.382 12,030
LOW 11,977
0.618 11,892
1.000 11,839
1.618 11,754
2.618 11,616
4.250 11,391
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 12,046 12,165
PP 12,045 12,125
S1 12,045 12,084

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

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