mini-sized Dow ($5) Future June 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 12,986 13,041 55 0.4% 12,740
High 13,140 13,047 -93 -0.7% 13,033
Low 12,962 12,775 -187 -1.4% 12,730
Close 13,045 12,850 -195 -1.5% 12,983
Range 178 272 94 52.8% 303
ATR 177 184 7 3.9% 0
Volume 140,721 158,435 17,714 12.6% 674,810
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 13,707 13,550 13,000
R3 13,435 13,278 12,925
R2 13,163 13,163 12,900
R1 13,006 13,006 12,875 12,949
PP 12,891 12,891 12,891 12,862
S1 12,734 12,734 12,825 12,677
S2 12,619 12,619 12,800
S3 12,347 12,462 12,775
S4 12,075 12,190 12,701
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 13,824 13,707 13,150
R3 13,521 13,404 13,066
R2 13,218 13,218 13,039
R1 13,101 13,101 13,011 13,160
PP 12,915 12,915 12,915 12,945
S1 12,798 12,798 12,955 12,857
S2 12,612 12,612 12,928
S3 12,309 12,495 12,900
S4 12,006 12,192 12,816
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,140 12,775 365 2.8% 190 1.5% 21% False True 144,100
10 13,140 12,705 435 3.4% 175 1.4% 33% False False 143,034
20 13,140 12,673 467 3.6% 173 1.3% 38% False False 143,466
40 13,140 12,158 982 7.6% 182 1.4% 70% False False 143,967
60 13,140 11,671 1,469 11.4% 218 1.7% 80% False False 122,817
80 13,140 11,671 1,469 11.4% 216 1.7% 80% False False 92,130
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 26
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 14,203
2.618 13,759
1.618 13,487
1.000 13,319
0.618 13,215
HIGH 13,047
0.618 12,943
0.500 12,911
0.382 12,879
LOW 12,775
0.618 12,607
1.000 12,503
1.618 12,335
2.618 12,063
4.250 11,619
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 12,911 12,958
PP 12,891 12,922
S1 12,870 12,886

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

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