mini-sized Dow ($5) Future June 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 12,176 12,022 -154 -1.3% 12,209
High 12,195 12,114 -81 -0.7% 12,372
Low 11,995 11,979 -16 -0.1% 12,080
Close 12,028 12,047 19 0.2% 12,300
Range 200 135 -65 -32.5% 292
ATR 196 191 -4 -2.2% 0
Volume 41,808 35,729 -6,079 -14.5% 972,387
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,452 12,384 12,121
R3 12,317 12,249 12,084
R2 12,182 12,182 12,072
R1 12,114 12,114 12,060 12,148
PP 12,047 12,047 12,047 12,064
S1 11,979 11,979 12,035 12,013
S2 11,912 11,912 12,022
S3 11,777 11,844 12,010
S4 11,642 11,709 11,973
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,127 13,005 12,461
R3 12,835 12,713 12,380
R2 12,543 12,543 12,354
R1 12,421 12,421 12,327 12,482
PP 12,251 12,251 12,251 12,281
S1 12,129 12,129 12,273 12,190
S2 11,959 11,959 12,247
S3 11,667 11,837 12,220
S4 11,375 11,545 12,140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,349 11,979 370 3.1% 174 1.4% 18% False True 59,540
10 12,660 11,979 681 5.7% 212 1.8% 10% False True 135,248
20 12,726 11,979 747 6.2% 186 1.5% 9% False True 145,927
40 13,140 11,979 1,161 9.6% 184 1.5% 6% False True 145,851
60 13,140 11,979 1,161 9.6% 186 1.5% 6% False True 145,113
80 13,140 11,671 1,469 12.2% 211 1.7% 26% False False 130,905
100 13,140 11,671 1,469 12.2% 212 1.8% 26% False False 104,738
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 43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,688
2.618 12,468
1.618 12,333
1.000 12,249
0.618 12,198
HIGH 12,114
0.618 12,063
0.500 12,047
0.382 12,031
LOW 11,979
0.618 11,896
1.000 11,844
1.618 11,761
2.618 11,626
4.250 11,405
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 12,047 12,164
PP 12,047 12,125
S1 12,047 12,086

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

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