mini-sized Dow ($5) Future June 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 12,145 12,296 151 1.2% 12,209
High 12,322 12,334 12 0.1% 12,372
Low 12,114 12,211 97 0.8% 12,080
Close 12,300 12,259 -41 -0.3% 12,300
Range 208 123 -85 -40.9% 292
ATR 200 195 -6 -2.8% 0
Volume 105,715 66,060 -39,655 -37.5% 972,387
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 12,637 12,571 12,327
R3 12,514 12,448 12,293
R2 12,391 12,391 12,282
R1 12,325 12,325 12,270 12,297
PP 12,268 12,268 12,268 12,254
S1 12,202 12,202 12,248 12,174
S2 12,145 12,145 12,237
S3 12,022 12,079 12,225
S4 11,899 11,956 12,191
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,127 13,005 12,461
R3 12,835 12,713 12,380
R2 12,543 12,543 12,354
R1 12,421 12,421 12,327 12,482
PP 12,251 12,251 12,251 12,281
S1 12,129 12,129 12,273 12,190
S2 11,959 11,959 12,247
S3 11,667 11,837 12,220
S4 11,375 11,545 12,140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,372 12,080 292 2.4% 194 1.6% 61% False False 155,144
10 12,660 12,080 580 4.7% 219 1.8% 31% False False 177,281
20 13,140 12,080 1,060 8.6% 197 1.6% 17% False False 163,837
40 13,140 12,080 1,060 8.6% 181 1.5% 17% False False 152,061
60 13,140 12,080 1,060 8.6% 187 1.5% 17% False False 150,896
80 13,140 11,671 1,469 12.0% 210 1.7% 40% False False 129,336
100 13,140 11,671 1,469 12.0% 214 1.7% 40% False False 103,480
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 40
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 12,857
2.618 12,656
1.618 12,533
1.000 12,457
0.618 12,410
HIGH 12,334
0.618 12,287
0.500 12,273
0.382 12,258
LOW 12,211
0.618 12,135
1.000 12,088
1.618 12,012
2.618 11,889
4.250 11,688
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 12,273 12,242
PP 12,268 12,224
S1 12,264 12,207

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

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