mini-sized Dow ($5) Future December 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 11,890 11,487 -403 -3.4% 11,880
High 11,890 11,507 -383 -3.2% 11,925
Low 11,451 11,291 -160 -1.4% 11,291
Close 11,468 11,360 -108 -0.9% 11,360
Range 439 216 -223 -50.8% 634
ATR 158 162 4 2.7% 0
Volume 31 55 24 77.4% 141
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,034 11,913 11,479
R3 11,818 11,697 11,420
R2 11,602 11,602 11,400
R1 11,481 11,481 11,380 11,434
PP 11,386 11,386 11,386 11,362
S1 11,265 11,265 11,340 11,218
S2 11,170 11,170 11,321
S3 10,954 11,049 11,301
S4 10,738 10,833 11,241
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,427 13,028 11,709
R3 12,793 12,394 11,534
R2 12,159 12,159 11,476
R1 11,760 11,760 11,418 11,643
PP 11,525 11,525 11,525 11,467
S1 11,126 11,126 11,302 11,009
S2 10,891 10,891 11,244
S3 10,257 10,492 11,186
S4 9,623 9,858 11,011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,925 11,291 634 5.6% 206 1.8% 11% False True 28
10 12,330 11,291 1,039 9.1% 172 1.5% 7% False True 17
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 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,425
2.618 12,073
1.618 11,857
1.000 11,723
0.618 11,641
HIGH 11,507
0.618 11,425
0.500 11,399
0.382 11,374
LOW 11,291
0.618 11,158
1.000 11,075
1.618 10,942
2.618 10,726
4.250 10,373
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 11,399 11,606
PP 11,386 11,524
S1 11,373 11,442

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

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