mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary
Previous Current
05-Jan-2007 08-Jan-2007 Change Change % Previous Week
Open 12,630 12,570 -60 -0.5% 12,735
High 12,639 12,577 -62 -0.5% 12,735
Low 12,548 12,540 -8 -0.1% 12,548
Close 12,549 12,591 42 0.3% 12,549
Range 91 37 -54 -59.3% 187
ATR 57 56 -1 -2.5% 0
Volume 9 14 5 55.6% 20
Daily Pivots for day following 08-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,680 12,673 12,611
R3 12,643 12,636 12,601
R2 12,606 12,606 12,598
R1 12,599 12,599 12,595 12,603
PP 12,569 12,569 12,569 12,571
S1 12,562 12,562 12,588 12,566
S2 12,532 12,532 12,584
S3 12,495 12,525 12,581
S4 12,458 12,488 12,571
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 12,540 195 1.5% 57 0.5% 26% False True 7
10 12,735 12,522 213 1.7% 34 0.3% 32% False False 4
20 12,735 12,418 317 2.5% 33 0.3% 55% False False 47
40 12,735 12,303 432 3.4% 17 0.1% 67% False False 23
60 12,735 12,176 559 4.4% 11 0.1% 74% False False 15
80 12,735 11,761 974 7.7% 8 0.1% 85% False False 11
100 12,735 11,523 1,212 9.6% 7 0.1% 88% False False 9
120 12,735 11,128 1,607 12.8% 6 0.0% 91% False False 7
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 2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,734
2.618 12,674
1.618 12,637
1.000 12,614
0.618 12,600
HIGH 12,577
0.618 12,563
0.500 12,559
0.382 12,554
LOW 12,540
0.618 12,517
1.000 12,503
1.618 12,480
2.618 12,443
4.250 12,383
Fisher Pivots for day following 08-Jan-2007
Pivot 1 day 3 day
R1 12,580 12,603
PP 12,569 12,599
S1 12,559 12,595

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

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