mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 11,806 11,802 -4 0.0% 12,300
High 11,919 11,802 -117 -1.0% 12,353
Low 11,782 11,445 -337 -2.9% 11,816
Close 11,807 11,462 -345 -2.9% 11,844
Range 137 357 220 160.6% 537
ATR 179 192 13 7.3% 0
Volume 185,083 191,287 6,204 3.4% 856,690
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,641 12,408 11,658
R3 12,284 12,051 11,560
R2 11,927 11,927 11,528
R1 11,694 11,694 11,495 11,632
PP 11,570 11,570 11,570 11,539
S1 11,337 11,337 11,429 11,275
S2 11,213 11,213 11,397
S3 10,856 10,980 11,364
S4 10,499 10,623 11,266
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,615 13,267 12,139
R3 13,078 12,730 11,992
R2 12,541 12,541 11,943
R1 12,193 12,193 11,893 12,099
PP 12,004 12,004 12,004 11,957
S1 11,656 11,656 11,795 11,562
S2 11,467 11,467 11,746
S3 10,930 11,119 11,696
S4 10,393 10,582 11,549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,054 11,445 609 5.3% 204 1.8% 3% False True 180,611
10 12,353 11,445 908 7.9% 190 1.7% 2% False True 169,510
20 12,685 11,445 1,240 10.8% 202 1.8% 1% False True 85,699
40 13,140 11,445 1,695 14.8% 179 1.6% 1% False True 42,913
60 13,140 11,445 1,695 14.8% 173 1.5% 1% False True 28,622
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 38
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 13,319
2.618 12,737
1.618 12,380
1.000 12,159
0.618 12,023
HIGH 11,802
0.618 11,666
0.500 11,624
0.382 11,581
LOW 11,445
0.618 11,224
1.000 11,088
1.618 10,867
2.618 10,510
4.250 9,928
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 11,624 11,682
PP 11,570 11,609
S1 11,516 11,535

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

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