mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 12,504 12,398 -106 -0.8% 12,461
High 12,550 12,500 -50 -0.4% 12,722
Low 12,339 12,346 7 0.1% 12,444
Close 12,404 12,404 0 0.0% 12,638
Range 211 154 -57 -27.0% 278
ATR 160 160 0 -0.3% 0
Volume 499 599 100 20.0% 963
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,879 12,795 12,489
R3 12,725 12,641 12,446
R2 12,571 12,571 12,432
R1 12,487 12,487 12,418 12,529
PP 12,417 12,417 12,417 12,438
S1 12,333 12,333 12,390 12,375
S2 12,263 12,263 12,376
S3 12,109 12,179 12,362
S4 11,955 12,025 12,319
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% 168 1.4% 17% False False 370
10 12,722 12,339 383 3.1% 137 1.1% 17% False False 246
20 13,139 12,339 800 6.4% 153 1.2% 8% False False 183
40 13,140 12,270 870 7.0% 162 1.3% 15% False False 123
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,155
2.618 12,903
1.618 12,749
1.000 12,654
0.618 12,595
HIGH 12,500
0.618 12,441
0.500 12,423
0.382 12,405
LOW 12,346
0.618 12,251
1.000 12,192
1.618 12,097
2.618 11,943
4.250 11,692
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 12,423 12,485
PP 12,417 12,458
S1 12,410 12,431

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

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