mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 08-Jun-2007
Day Change Summary
Previous Current
07-Jun-2007 08-Jun-2007 Change Change % Previous Week
Open 13,587 13,377 -210 -1.5% 13,789
High 13,638 13,563 -75 -0.5% 13,825
Low 13,366 13,315 -51 -0.4% 13,315
Close 13,380 13,545 165 1.2% 13,545
Range 272 248 -24 -8.8% 510
ATR 110 120 10 9.0% 0
Volume 9,106 159,595 150,489 1,652.6% 172,291
Daily Pivots for day following 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,218 14,130 13,682
R3 13,970 13,882 13,613
R2 13,722 13,722 13,591
R1 13,634 13,634 13,568 13,678
PP 13,474 13,474 13,474 13,497
S1 13,386 13,386 13,522 13,430
S2 13,226 13,226 13,500
S3 12,978 13,138 13,477
S4 12,730 12,890 13,409
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 15,092 14,828 13,826
R3 14,582 14,318 13,685
R2 14,072 14,072 13,639
R1 13,808 13,808 13,592 13,685
PP 13,562 13,562 13,562 13,500
S1 13,298 13,298 13,498 13,175
S2 13,052 13,052 13,452
S3 12,542 12,788 13,405
S4 12,032 12,278 13,265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,825 13,315 510 3.8% 179 1.3% 45% False True 34,458
10 13,826 13,315 511 3.8% 136 1.0% 45% False True 17,895
20 13,826 13,315 511 3.8% 117 0.9% 45% False True 9,046
40 13,826 12,711 1,115 8.2% 97 0.7% 75% False False 4,548
60 13,826 12,320 1,506 11.1% 76 0.6% 81% False False 3,035
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,617
2.618 14,212
1.618 13,964
1.000 13,811
0.618 13,716
HIGH 13,563
0.618 13,468
0.500 13,439
0.382 13,410
LOW 13,315
0.618 13,162
1.000 13,067
1.618 12,914
2.618 12,666
4.250 12,261
Fisher Pivots for day following 08-Jun-2007
Pivot 1 day 3 day
R1 13,510 13,541
PP 13,474 13,537
S1 13,439 13,534

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

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