mini-sized Dow ($5) Future June 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
23-May-2008 27-May-2008 Change Change % Previous Week
Open 12,616 12,480 -136 -1.1% 12,986
High 12,626 12,572 -54 -0.4% 13,140
Low 12,460 12,438 -22 -0.2% 12,460
Close 12,471 12,553 82 0.7% 12,471
Range 166 134 -32 -19.3% 680
ATR 183 180 -4 -1.9% 0
Volume 146,081 128,368 -17,713 -12.1% 835,356
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 12,923 12,872 12,627
R3 12,789 12,738 12,590
R2 12,655 12,655 12,578
R1 12,604 12,604 12,565 12,630
PP 12,521 12,521 12,521 12,534
S1 12,470 12,470 12,541 12,496
S2 12,387 12,387 12,529
S3 12,253 12,336 12,516
S4 12,119 12,202 12,479
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 14,730 14,281 12,845
R3 14,050 13,601 12,658
R2 13,370 13,370 12,596
R1 12,921 12,921 12,533 12,806
PP 12,690 12,690 12,690 12,633
S1 12,241 12,241 12,409 12,126
S2 12,010 12,010 12,346
S3 11,330 11,561 12,284
S4 10,650 10,881 12,097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,047 12,438 609 4.9% 193 1.5% 19% False True 164,600
10 13,140 12,438 702 5.6% 178 1.4% 16% False True 150,867
20 13,140 12,438 702 5.6% 174 1.4% 16% False True 145,905
40 13,140 12,195 945 7.5% 181 1.4% 38% False False 145,103
60 13,140 11,671 1,469 11.7% 215 1.7% 60% False False 133,885
80 13,140 11,671 1,469 11.7% 212 1.7% 60% False False 100,435
100 13,250 11,542 1,708 13.6% 216 1.7% 59% False False 80,353
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 13,142
2.618 12,923
1.618 12,789
1.000 12,706
0.618 12,655
HIGH 12,572
0.618 12,521
0.500 12,505
0.382 12,489
LOW 12,438
0.618 12,355
1.000 12,304
1.618 12,221
2.618 12,087
4.250 11,869
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 12,537 12,556
PP 12,521 12,555
S1 12,505 12,554

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

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