mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 10-Jan-2007
Day Change Summary
Previous Current
09-Jan-2007 10-Jan-2007 Change Change % Previous Week
Open 12,625 12,542 -83 -0.7% 12,735
High 12,625 12,591 -34 -0.3% 12,735
Low 12,539 12,542 3 0.0% 12,548
Close 12,581 12,606 25 0.2% 12,549
Range 86 49 -37 -43.0% 187
ATR 58 57 -1 -1.1% 0
Volume 12 16 4 33.3% 20
Daily Pivots for day following 10-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,727 12,715 12,633
R3 12,678 12,666 12,620
R2 12,629 12,629 12,615
R1 12,617 12,617 12,611 12,623
PP 12,580 12,580 12,580 12,583
S1 12,568 12,568 12,602 12,574
S2 12,531 12,531 12,597
S3 12,482 12,519 12,593
S4 12,433 12,470 12,579
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 12,666 12,539 127 1.0% 53 0.4% 53% False False 10
10 12,735 12,539 196 1.6% 42 0.3% 34% False False 6
20 12,735 12,418 317 2.5% 32 0.2% 59% False False 21
40 12,735 12,307 428 3.4% 20 0.2% 70% False False 24
60 12,735 12,178 557 4.4% 13 0.1% 77% False False 16
80 12,735 11,763 972 7.7% 10 0.1% 87% False False 12
100 12,735 11,523 1,212 9.6% 8 0.1% 89% False False 9
120 12,735 11,128 1,607 12.7% 7 0.1% 92% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 12,799
2.618 12,719
1.618 12,670
1.000 12,640
0.618 12,621
HIGH 12,591
0.618 12,572
0.500 12,567
0.382 12,561
LOW 12,542
0.618 12,512
1.000 12,493
1.618 12,463
2.618 12,414
4.250 12,334
Fisher Pivots for day following 10-Jan-2007
Pivot 1 day 3 day
R1 12,593 12,598
PP 12,580 12,590
S1 12,567 12,582

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

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