mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 03-Jan-2007 Change Change % Previous Week
Open 12,667 12,735 68 0.5% 12,591
High 12,667 12,735 68 0.5% 12,677
Low 12,667 12,577 -90 -0.7% 12,591
Close 12,636 12,629 -7 -0.1% 12,636
Range 0 158 158 86
ATR 47 55 8 16.7% 0
Volume 1 9 8 800.0% 6
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,121 13,033 12,716
R3 12,963 12,875 12,673
R2 12,805 12,805 12,658
R1 12,717 12,717 12,644 12,682
PP 12,647 12,647 12,647 12,630
S1 12,559 12,559 12,615 12,524
S2 12,489 12,489 12,600
S3 12,331 12,401 12,586
S4 12,173 12,243 12,542
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 12,893 12,850 12,683
R3 12,807 12,764 12,660
R2 12,721 12,721 12,652
R1 12,678 12,678 12,644 12,700
PP 12,635 12,635 12,635 12,645
S1 12,592 12,592 12,628 12,614
S2 12,549 12,549 12,620
S3 12,463 12,506 12,612
S4 12,377 12,420 12,589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,735 12,577 158 1.3% 32 0.3% 33% True True 3
10 12,735 12,522 213 1.7% 28 0.2% 50% True False 3
20 12,735 12,418 317 2.5% 27 0.2% 67% True False 46
40 12,735 12,303 432 3.4% 14 0.1% 75% True False 23
60 12,735 12,089 646 5.1% 9 0.1% 84% True False 15
80 12,735 11,617 1,118 8.9% 7 0.1% 91% True False 11
100 12,735 11,342 1,393 11.0% 6 0.0% 92% True False 9
120 12,735 11,005 1,730 13.7% 5 0.0% 94% True False 7
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 0
Widest range in 138 trading days
Fibonacci Retracements and Extensions
4.250 13,407
2.618 13,149
1.618 12,991
1.000 12,893
0.618 12,833
HIGH 12,735
0.618 12,675
0.500 12,656
0.382 12,637
LOW 12,577
0.618 12,479
1.000 12,419
1.618 12,321
2.618 12,163
4.250 11,906
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 12,656 12,656
PP 12,647 12,647
S1 12,638 12,638

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

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