mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 12,666 12,630 -36 -0.3% 12,735
High 12,666 12,639 -27 -0.2% 12,735
Low 12,666 12,548 -118 -0.9% 12,548
Close 12,647 12,549 -98 -0.8% 12,549
Range 0 91 91 187
ATR 54 57 3 6.0% 0
Volume 2 9 7 350.0% 20
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,852 12,791 12,599
R3 12,761 12,700 12,574
R2 12,670 12,670 12,566
R1 12,609 12,609 12,557 12,594
PP 12,579 12,579 12,579 12,571
S1 12,518 12,518 12,541 12,503
S2 12,488 12,488 12,532
S3 12,397 12,427 12,524
S4 12,306 12,336 12,499
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,172 13,047 12,652
R3 12,985 12,860 12,601
R2 12,798 12,798 12,583
R1 12,673 12,673 12,566 12,642
PP 12,611 12,611 12,611 12,595
S1 12,486 12,486 12,532 12,455
S2 12,424 12,424 12,515
S3 12,237 12,299 12,498
S4 12,050 12,112 12,446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,735 12,548 187 1.5% 50 0.4% 1% False True 4
10 12,735 12,522 213 1.7% 31 0.2% 13% False False 3
20 12,735 12,418 317 2.5% 32 0.3% 41% False False 46
40 12,735 12,303 432 3.4% 16 0.1% 57% False False 23
60 12,735 12,089 646 5.1% 11 0.1% 71% False False 15
80 12,735 11,761 974 7.8% 8 0.1% 81% False False 11
100 12,735 11,470 1,265 10.1% 6 0.1% 85% False False 9
120 12,735 11,088 1,647 13.1% 5 0.0% 89% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,026
2.618 12,877
1.618 12,786
1.000 12,730
0.618 12,695
HIGH 12,639
0.618 12,604
0.500 12,594
0.382 12,583
LOW 12,548
0.618 12,492
1.000 12,457
1.618 12,401
2.618 12,310
4.250 12,161
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 12,594 12,642
PP 12,579 12,611
S1 12,564 12,580

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

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