mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 13,789 13,798 9 0.1% 13,640
High 13,825 13,811 -14 -0.1% 13,826
Low 13,760 13,687 -73 -0.5% 13,595
Close 13,801 13,738 -63 -0.5% 13,811
Range 65 124 59 90.8% 231
ATR 88 91 3 2.9% 0
Volume 518 706 188 36.3% 6,366
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,117 14,052 13,806
R3 13,993 13,928 13,772
R2 13,869 13,869 13,761
R1 13,804 13,804 13,749 13,775
PP 13,745 13,745 13,745 13,731
S1 13,680 13,680 13,727 13,651
S2 13,621 13,621 13,715
S3 13,497 13,556 13,704
S4 13,373 13,432 13,670
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,437 14,355 13,938
R3 14,206 14,124 13,875
R2 13,975 13,975 13,853
R1 13,893 13,893 13,832 13,934
PP 13,744 13,744 13,744 13,765
S1 13,662 13,662 13,790 13,703
S2 13,513 13,513 13,769
S3 13,282 13,431 13,748
S4 13,051 13,200 13,684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,826 13,595 231 1.7% 100 0.7% 62% False False 634
10 13,826 13,573 253 1.8% 101 0.7% 65% False False 848
20 13,826 13,355 471 3.4% 95 0.7% 81% False False 503
40 13,826 12,650 1,176 8.6% 81 0.6% 93% False False 272
60 13,826 12,320 1,506 11.0% 65 0.5% 94% False False 184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,338
2.618 14,136
1.618 14,012
1.000 13,935
0.618 13,888
HIGH 13,811
0.618 13,764
0.500 13,749
0.382 13,734
LOW 13,687
0.618 13,610
1.000 13,563
1.618 13,486
2.618 13,362
4.250 13,160
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 13,749 13,757
PP 13,745 13,750
S1 13,742 13,744

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

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