mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 12,385 12,615 230 1.9% 12,629
High 12,617 12,655 38 0.3% 12,655
Low 12,384 12,188 -196 -1.6% 12,188
Close 12,618 12,213 -405 -3.2% 12,213
Range 233 467 234 100.4% 467
ATR 165 186 22 13.1% 0
Volume 635 935 300 47.2% 2,848
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,753 13,450 12,470
R3 13,286 12,983 12,342
R2 12,819 12,819 12,299
R1 12,516 12,516 12,256 12,434
PP 12,352 12,352 12,352 12,311
S1 12,049 12,049 12,170 11,967
S2 11,885 11,885 12,128
S3 11,418 11,582 12,085
S4 10,951 11,115 11,956
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 13,753 13,450 12,470
R3 13,286 12,983 12,342
R2 12,819 12,819 12,299
R1 12,516 12,516 12,256 12,434
PP 12,352 12,352 12,352 12,311
S1 12,049 12,049 12,170 11,967
S2 11,885 11,885 12,128
S3 11,418 11,582 12,085
S4 10,951 11,115 11,956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,655 12,188 467 3.8% 255 2.1% 5% True True 569
10 12,722 12,188 534 4.4% 182 1.5% 5% False True 381
20 13,139 12,188 951 7.8% 176 1.4% 3% False True 251
40 13,140 12,188 952 7.8% 167 1.4% 3% False True 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 14,640
2.618 13,878
1.618 13,411
1.000 13,122
0.618 12,944
HIGH 12,655
0.618 12,477
0.500 12,422
0.382 12,367
LOW 12,188
0.618 11,900
1.000 11,721
1.618 11,433
2.618 10,966
4.250 10,203
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 12,422 12,422
PP 12,352 12,352
S1 12,283 12,283

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

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