mini-sized Dow ($5) Future September 2008

Trading Metrics calculated at close of trading on 01-Jul-2008

Day Change Summary
	Previous	Current
	30-Jun-2008	01-Jul-2008	Change	Change %	Previous Week
Open	11,365	11,355	-10	-0.1%	11,851
High	11,426	11,397	-29	-0.3%	11,919
Low	11,274	11,167	-107	-0.9%	11,284
Close	11,339	11,379	40	0.4%	11,357
Range	152	230	78	51.3%	635
ATR	191	194	3	1.4%	0
Volume	216,427	184,154	-32,273	-14.9%	963,900

Daily Pivots for day following 01-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	12,004	11,922	11,506
R3	11,774	11,692	11,442
R2	11,544	11,544	11,421
R1	11,462	11,462	11,400	11,503
PP	11,314	11,314	11,314	11,335
S1	11,232	11,232	11,358	11,273
S2	11,084	11,084	11,337
S3	10,854	11,002	11,316
S4	10,624	10,772	11,253

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	13,425	13,026	11,706
R3	12,790	12,391	11,532
R2	12,155	12,155	11,474
R1	11,756	11,756	11,415	11,638
PP	11,520	11,520	11,520	11,461
S1	11,121	11,121	11,299	11,003
S2	10,885	10,885	11,241
S3	10,250	10,486	11,183
S4	9,615	9,851	11,008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,919	11,167	752	6.6%	221	1.9%	28%	False	True	206,610
10	12,197	11,167	1,030	9.1%	197	1.7%	21%	False	True	193,336
20	12,655	11,167	1,488	13.1%	207	1.8%	14%	False	True	118,481
40	13,139	11,167	1,972	17.3%	182	1.6%	11%	False	True	59,321
60	13,140	11,167	1,973	17.3%	177	1.6%	11%	False	True	39,566

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	37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,375
2.618	11,999
1.618	11,769
1.000	11,627
0.618	11,539
HIGH	11,397
0.618	11,309
0.500	11,282
0.382	11,255
LOW	11,167
0.618	11,025
1.000	10,937
1.618	10,795
2.618	10,565
4.250	10,190

Fisher Pivots for day following 01-Jul-2008
Pivot	1 day	3 day
R1	11,347	11,366
PP	11,314	11,353
S1	11,282	11,340

Download as Excel Spreadsheet

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

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