mini-sized Dow ($5) Future September 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 12,573 12,623 50 0.4% 12,461
High 12,722 12,685 -37 -0.3% 12,722
Low 12,551 12,588 37 0.3% 12,444
Close 12,624 12,638 14 0.1% 12,638
Range 171 97 -74 -43.3% 278
ATR 156 152 -4 -2.7% 0
Volume 219 353 134 61.2% 963
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 12,928 12,880 12,691
R3 12,831 12,783 12,665
R2 12,734 12,734 12,656
R1 12,686 12,686 12,647 12,710
PP 12,637 12,637 12,637 12,649
S1 12,589 12,589 12,629 12,613
S2 12,540 12,540 12,620
S3 12,443 12,492 12,611
S4 12,346 12,395 12,585
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 12,444 278 2.2% 110 0.9% 70% False False 192
10 13,139 12,444 695 5.5% 150 1.2% 28% False False 172
20 13,139 12,444 695 5.5% 153 1.2% 28% False False 139
40 13,140 12,270 870 6.9% 156 1.2% 42% False False 92
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,097
2.618 12,939
1.618 12,842
1.000 12,782
0.618 12,745
HIGH 12,685
0.618 12,648
0.500 12,637
0.382 12,625
LOW 12,588
0.618 12,528
1.000 12,491
1.618 12,431
2.618 12,334
4.250 12,176
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 12,638 12,628
PP 12,637 12,618
S1 12,637 12,608

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

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