mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 12,542 12,606 64 0.5% 12,735
High 12,591 12,680 89 0.7% 12,735
Low 12,542 12,588 46 0.4% 12,548
Close 12,606 12,666 60 0.5% 12,549
Range 49 92 43 87.8% 187
ATR 57 60 2 4.3% 0
Volume 16 1 -15 -93.8% 20
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,921 12,885 12,717
R3 12,829 12,793 12,691
R2 12,737 12,737 12,683
R1 12,701 12,701 12,675 12,719
PP 12,645 12,645 12,645 12,654
S1 12,609 12,609 12,658 12,627
S2 12,553 12,553 12,649
S3 12,461 12,517 12,641
S4 12,369 12,425 12,616
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 12,680 12,539 141 1.1% 71 0.6% 90% True False 10
10 12,735 12,539 196 1.5% 51 0.4% 65% False False 6
20 12,735 12,418 317 2.5% 36 0.3% 78% False False 5
40 12,735 12,307 428 3.4% 22 0.2% 84% False False 24
60 12,735 12,178 557 4.4% 15 0.1% 88% False False 16
80 12,735 11,763 972 7.7% 11 0.1% 93% False False 12
100 12,735 11,523 1,212 9.6% 9 0.1% 94% False False 9
120 12,735 11,324 1,411 11.1% 8 0.1% 95% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,071
2.618 12,921
1.618 12,829
1.000 12,772
0.618 12,737
HIGH 12,680
0.618 12,645
0.500 12,634
0.382 12,623
LOW 12,588
0.618 12,531
1.000 12,496
1.618 12,439
2.618 12,347
4.250 12,197
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 12,655 12,647
PP 12,645 12,628
S1 12,634 12,610

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

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