mini-sized Dow ($5) Future June 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 12,502 12,400 -102 -0.8% 12,480
High 12,551 12,502 -49 -0.4% 12,726
Low 12,339 12,343 4 0.0% 12,438
Close 12,404 12,404 0 0.0% 12,637
Range 212 159 -53 -25.0% 288
ATR 176 175 -1 -0.7% 0
Volume 153,244 191,360 38,116 24.9% 564,350
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,893 12,808 12,492
R3 12,734 12,649 12,448
R2 12,575 12,575 12,433
R1 12,490 12,490 12,419 12,533
PP 12,416 12,416 12,416 12,438
S1 12,331 12,331 12,390 12,374
S2 12,257 12,257 12,375
S3 12,098 12,172 12,360
S4 11,939 12,013 12,317
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% 172 1.4% 17% False False 149,355
10 12,880 12,339 541 4.4% 167 1.3% 12% False False 154,937
20 13,140 12,339 801 6.5% 171 1.4% 8% False False 148,986
40 13,140 12,262 878 7.1% 175 1.4% 16% False False 143,869
60 13,140 11,671 1,469 11.8% 208 1.7% 50% False False 148,579
80 13,140 11,671 1,469 11.8% 208 1.7% 50% False False 111,490
100 13,140 11,542 1,598 12.9% 214 1.7% 54% False False 89,199
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,178
2.618 12,918
1.618 12,759
1.000 12,661
0.618 12,600
HIGH 12,502
0.618 12,441
0.500 12,423
0.382 12,404
LOW 12,343
0.618 12,245
1.000 12,184
1.618 12,086
2.618 11,927
4.250 11,667
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 12,423 12,486
PP 12,416 12,458
S1 12,410 12,431

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

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