mini-sized Dow ($5) Future June 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 12,400 12,394 -6 0.0% 12,480
High 12,502 12,620 118 0.9% 12,726
Low 12,343 12,380 37 0.3% 12,438
Close 12,404 12,618 214 1.7% 12,637
Range 159 240 81 50.9% 288
ATR 175 180 5 2.6% 0
Volume 191,360 201,647 10,287 5.4% 564,350
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,259 13,179 12,750
R3 13,019 12,939 12,684
R2 12,779 12,779 12,662
R1 12,699 12,699 12,640 12,739
PP 12,539 12,539 12,539 12,560
S1 12,459 12,459 12,596 12,499
S2 12,299 12,299 12,574
S3 12,059 12,219 12,552
S4 11,819 11,979 12,486
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 12,687 12,339 348 2.8% 185 1.5% 80% False False 160,535
10 12,726 12,339 387 3.1% 161 1.3% 72% False False 156,607
20 13,140 12,339 801 6.3% 170 1.3% 35% False False 151,659
40 13,140 12,262 878 7.0% 176 1.4% 41% False False 145,968
60 13,140 11,671 1,469 11.6% 205 1.6% 64% False False 151,925
80 13,140 11,671 1,469 11.6% 208 1.6% 64% False False 114,009
100 13,140 11,542 1,598 12.7% 216 1.7% 67% False False 91,216
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 35
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 13,640
2.618 13,248
1.618 13,008
1.000 12,860
0.618 12,768
HIGH 12,620
0.618 12,528
0.500 12,500
0.382 12,472
LOW 12,380
0.618 12,232
1.000 12,140
1.618 11,992
2.618 11,752
4.250 11,360
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 12,579 12,572
PP 12,539 12,526
S1 12,500 12,480

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

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