mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 13-Mar-2008
Day Change Summary
Previous Current
12-Mar-2008 13-Mar-2008 Change Change % Previous Week
Open 12,185 12,122 -63 -0.5% 12,279
High 12,310 12,225 -85 -0.7% 12,355
Low 12,102 11,886 -216 -1.8% 11,820
Close 12,124 12,147 23 0.2% 11,891
Range 208 339 131 63.0% 535
ATR 256 262 6 2.3% 0
Volume 241,922 195,881 -46,041 -19.0% 1,042,950
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,103 12,964 12,334
R3 12,764 12,625 12,240
R2 12,425 12,425 12,209
R1 12,286 12,286 12,178 12,356
PP 12,086 12,086 12,086 12,121
S1 11,947 11,947 12,116 12,017
S2 11,747 11,747 12,085
S3 11,408 11,608 12,054
S4 11,069 11,269 11,961
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,627 13,294 12,185
R3 13,092 12,759 12,038
R2 12,557 12,557 11,989
R1 12,224 12,224 11,940 12,123
PP 12,022 12,022 12,022 11,972
S1 11,689 11,689 11,842 11,588
S2 11,487 11,487 11,793
S3 10,952 11,154 11,744
S4 10,417 10,619 11,597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,310 11,735 575 4.7% 300 2.5% 72% False False 223,592
10 12,583 11,735 848 7.0% 276 2.3% 49% False False 210,500
20 12,762 11,735 1,027 8.5% 245 2.0% 40% False False 197,518
40 12,781 11,456 1,325 10.9% 278 2.3% 52% False False 208,052
60 13,654 11,456 2,198 18.1% 257 2.1% 31% False False 186,485
80 13,879 11,456 2,423 19.9% 246 2.0% 29% False False 141,692
100 14,042 11,456 2,586 21.3% 234 1.9% 27% False False 113,366
120 14,369 11,456 2,913 24.0% 209 1.7% 24% False False 94,474
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 51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,666
2.618 13,113
1.618 12,774
1.000 12,564
0.618 12,435
HIGH 12,225
0.618 12,096
0.500 12,056
0.382 12,016
LOW 11,886
0.618 11,677
1.000 11,547
1.618 11,338
2.618 10,999
4.250 10,445
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 12,117 12,109
PP 12,086 12,070
S1 12,056 12,032

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

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