mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 12,023 12,044 21 0.2% 12,300
High 12,115 12,054 -61 -0.5% 12,353
Low 11,977 11,816 -161 -1.3% 11,816
Close 12,044 11,844 -200 -1.7% 11,844
Range 138 238 100 72.5% 537
ATR 184 188 4 2.1% 0
Volume 207,653 195,257 -12,396 -6.0% 856,690
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,619 12,469 11,975
R3 12,381 12,231 11,910
R2 12,143 12,143 11,888
R1 11,993 11,993 11,866 11,949
PP 11,905 11,905 11,905 11,883
S1 11,755 11,755 11,822 11,711
S2 11,667 11,667 11,800
S3 11,429 11,517 11,779
S4 11,191 11,279 11,713
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,615 13,267 12,139
R3 13,078 12,730 11,992
R2 12,541 12,541 11,943
R1 12,193 12,193 11,893 12,099
PP 12,004 12,004 12,004 11,957
S1 11,656 11,656 11,795 11,562
S2 11,467 11,467 11,746
S3 10,930 11,119 11,696
S4 10,393 10,582 11,549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,353 11,816 537 4.5% 182 1.5% 5% False True 171,338
10 12,372 11,816 556 4.7% 189 1.6% 5% False True 100,298
20 12,722 11,816 906 7.6% 186 1.6% 3% False True 50,339
40 13,140 11,816 1,324 11.2% 174 1.5% 2% False True 25,221
60 13,140 11,816 1,324 11.2% 170 1.4% 2% False True 16,826
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 40
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,066
2.618 12,677
1.618 12,439
1.000 12,292
0.618 12,201
HIGH 12,054
0.618 11,963
0.500 11,935
0.382 11,907
LOW 11,816
0.618 11,669
1.000 11,578
1.618 11,431
2.618 11,193
4.250 10,805
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 11,935 12,007
PP 11,905 11,952
S1 11,874 11,898

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

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