mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 02-Jun-2008
Day Change Summary
Previous Current
30-May-2008 02-Jun-2008 Change Change % Previous Week
Open 12,623 12,629 6 0.0% 12,461
High 12,685 12,631 -54 -0.4% 12,722
Low 12,588 12,424 -164 -1.3% 12,444
Close 12,638 12,507 -131 -1.0% 12,638
Range 97 207 110 113.4% 278
ATR 152 156 4 2.9% 0
Volume 353 180 -173 -49.0% 963
Daily Pivots for day following 02-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,142 13,031 12,621
R3 12,935 12,824 12,564
R2 12,728 12,728 12,545
R1 12,617 12,617 12,526 12,569
PP 12,521 12,521 12,521 12,497
S1 12,410 12,410 12,488 12,362
S2 12,314 12,314 12,469
S3 12,107 12,203 12,450
S4 11,900 11,996 12,393
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 13,435 13,315 12,791
R3 13,157 13,037 12,715
R2 12,879 12,879 12,689
R1 12,759 12,759 12,664 12,819
PP 12,601 12,601 12,601 12,632
S1 12,481 12,481 12,613 12,541
S2 12,323 12,323 12,587
S3 12,045 12,203 12,562
S4 11,767 11,925 12,485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,722 12,424 298 2.4% 144 1.1% 28% False True 204
10 13,010 12,424 586 4.7% 154 1.2% 14% False True 164
20 13,139 12,424 715 5.7% 157 1.3% 12% False True 142
40 13,140 12,270 870 7.0% 158 1.3% 27% False False 96
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 23
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,511
2.618 13,173
1.618 12,966
1.000 12,838
0.618 12,759
HIGH 12,631
0.618 12,552
0.500 12,528
0.382 12,503
LOW 12,424
0.618 12,296
1.000 12,217
1.618 12,089
2.618 11,882
4.250 11,544
Fisher Pivots for day following 02-Jun-2008
Pivot 1 day 3 day
R1 12,528 12,573
PP 12,521 12,551
S1 12,514 12,529

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

View Archives - Comment on this page... - Back to Index of Symbols