mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 12,629 12,504 -125 -1.0% 12,461
High 12,631 12,550 -81 -0.6% 12,722
Low 12,424 12,339 -85 -0.7% 12,444
Close 12,507 12,404 -103 -0.8% 12,638
Range 207 211 4 1.9% 278
ATR 156 160 4 2.5% 0
Volume 180 499 319 177.2% 963
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,064 12,945 12,520
R3 12,853 12,734 12,462
R2 12,642 12,642 12,443
R1 12,523 12,523 12,423 12,477
PP 12,431 12,431 12,431 12,408
S1 12,312 12,312 12,385 12,266
S2 12,220 12,220 12,365
S3 12,009 12,101 12,346
S4 11,798 11,890 12,288
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 13,435 13,315 12,791
R3 13,157 13,037 12,715
R2 12,879 12,879 12,689
R1 12,759 12,759 12,664 12,819
PP 12,601 12,601 12,601 12,632
S1 12,481 12,481 12,613 12,541
S2 12,323 12,323 12,587
S3 12,045 12,203 12,562
S4 11,767 11,925 12,485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,722 12,339 383 3.1% 161 1.3% 17% False True 280
10 12,880 12,339 541 4.4% 152 1.2% 12% False True 199
20 13,139 12,339 800 6.4% 158 1.3% 8% False True 161
40 13,140 12,270 870 7.0% 162 1.3% 15% False False 109
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 27
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,447
2.618 13,103
1.618 12,892
1.000 12,761
0.618 12,681
HIGH 12,550
0.618 12,470
0.500 12,445
0.382 12,420
LOW 12,339
0.618 12,209
1.000 12,128
1.618 11,998
2.618 11,787
4.250 11,442
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 12,445 12,512
PP 12,431 12,476
S1 12,418 12,440

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

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