mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 18-Mar-2008
Day Change Summary
Previous Current
17-Mar-2008 18-Mar-2008 Change Change % Previous Week
Open 11,970 11,997 27 0.2% 11,890
High 12,124 12,402 278 2.3% 12,310
Low 11,708 11,989 281 2.4% 11,735
Close 12,000 12,402 402 3.4% 11,982
Range 416 413 -3 -0.7% 575
ATR 286 295 9 3.2% 0
Volume 88,906 70,443 -18,463 -20.8% 1,042,661
Daily Pivots for day following 18-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,503 13,366 12,629
R3 13,090 12,953 12,516
R2 12,677 12,677 12,478
R1 12,540 12,540 12,440 12,609
PP 12,264 12,264 12,264 12,299
S1 12,127 12,127 12,364 12,196
S2 11,851 11,851 12,326
S3 11,438 11,714 12,289
S4 11,025 11,301 12,175
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 13,734 13,433 12,298
R3 13,159 12,858 12,140
R2 12,584 12,584 12,088
R1 12,283 12,283 12,035 12,434
PP 12,009 12,009 12,009 12,084
S1 11,708 11,708 11,929 11,859
S2 11,434 11,434 11,877
S3 10,859 11,133 11,824
S4 10,284 10,558 11,666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,402 11,708 694 5.6% 366 3.0% 100% True False 146,188
10 12,402 11,708 694 5.6% 330 2.7% 100% True False 187,336
20 12,762 11,708 1,054 8.5% 279 2.2% 66% False False 188,235
40 12,781 11,456 1,325 10.7% 285 2.3% 71% False False 195,374
60 13,654 11,456 2,198 17.7% 269 2.2% 43% False False 183,102
80 13,879 11,456 2,423 19.5% 253 2.0% 39% False False 145,352
100 14,042 11,456 2,586 20.9% 243 2.0% 37% False False 116,296
120 14,369 11,456 2,913 23.5% 218 1.8% 32% False False 96,916
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 76
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,157
2.618 13,483
1.618 13,070
1.000 12,815
0.618 12,657
HIGH 12,402
0.618 12,244
0.500 12,196
0.382 12,147
LOW 11,989
0.618 11,734
1.000 11,576
1.618 11,321
2.618 10,908
4.250 10,234
Fisher Pivots for day following 18-Mar-2008
Pivot 1 day 3 day
R1 12,333 12,286
PP 12,264 12,171
S1 12,196 12,055

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

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