mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 11,378 11,212 -166 -1.5% 11,851
High 11,438 11,323 -115 -1.0% 11,919
Low 11,192 11,138 -54 -0.5% 11,284
Close 11,211 11,288 77 0.7% 11,357
Range 246 185 -61 -24.8% 635
ATR 198 197 -1 -0.5% 0
Volume 317,850 218,435 -99,415 -31.3% 963,900
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 11,805 11,731 11,390
R3 11,620 11,546 11,339
R2 11,435 11,435 11,322
R1 11,361 11,361 11,305 11,398
PP 11,250 11,250 11,250 11,268
S1 11,176 11,176 11,271 11,213
S2 11,065 11,065 11,254
S3 10,880 10,991 11,237
S4 10,695 10,806 11,186
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 11,512 11,138 374 3.3% 208 1.8% 40% False True 238,593
10 12,054 11,138 916 8.1% 206 1.8% 16% False True 209,602
20 12,655 11,138 1,517 13.4% 209 1.8% 10% False True 145,234
40 13,139 11,138 2,001 17.7% 184 1.6% 7% False True 72,723
60 13,140 11,138 2,002 17.7% 179 1.6% 7% False True 48,504
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 12,109
2.618 11,807
1.618 11,622
1.000 11,508
0.618 11,437
HIGH 11,323
0.618 11,252
0.500 11,231
0.382 11,209
LOW 11,138
0.618 11,024
1.000 10,953
1.618 10,839
2.618 10,654
4.250 10,352
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 11,269 11,288
PP 11,250 11,288
S1 11,231 11,288

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

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