mini-sized Dow ($5) Future June 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 12,627 12,502 -125 -1.0% 12,480
High 12,632 12,551 -81 -0.6% 12,726
Low 12,421 12,339 -82 -0.7% 12,438
Close 12,506 12,404 -102 -0.8% 12,637
Range 211 212 1 0.5% 288
ATR 174 176 3 1.6% 0
Volume 104,224 153,244 49,020 47.0% 564,350
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,067 12,948 12,521
R3 12,855 12,736 12,462
R2 12,643 12,643 12,443
R1 12,524 12,524 12,424 12,478
PP 12,431 12,431 12,431 12,408
S1 12,312 12,312 12,385 12,266
S2 12,219 12,219 12,365
S3 12,007 12,100 12,346
S4 11,795 11,888 12,288
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 13,464 13,339 12,796
R3 13,176 13,051 12,716
R2 12,888 12,888 12,690
R1 12,763 12,763 12,664 12,826
PP 12,600 12,600 12,600 12,632
S1 12,475 12,475 12,611 12,538
S2 12,312 12,312 12,584
S3 12,024 12,187 12,558
S4 11,736 11,899 12,479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,726 12,339 387 3.1% 165 1.3% 17% False True 138,690
10 13,047 12,339 708 5.7% 179 1.4% 9% False True 151,645
20 13,140 12,339 801 6.5% 172 1.4% 8% False True 144,747
40 13,140 12,262 878 7.1% 173 1.4% 16% False False 142,359
60 13,140 11,671 1,469 11.8% 209 1.7% 50% False False 145,411
80 13,140 11,671 1,469 11.8% 209 1.7% 50% False False 109,099
100 13,140 11,542 1,598 12.9% 214 1.7% 54% False False 87,286
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 32
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,452
2.618 13,106
1.618 12,894
1.000 12,763
0.618 12,682
HIGH 12,551
0.618 12,470
0.500 12,445
0.382 12,420
LOW 12,339
0.618 12,208
1.000 12,127
1.618 11,996
2.618 11,784
4.250 11,438
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 12,445 12,513
PP 12,431 12,477
S1 12,418 12,440

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

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