mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 12,606 12,649 43 0.3% 12,570
High 12,680 12,675 -5 0.0% 12,680
Low 12,588 12,649 61 0.5% 12,539
Close 12,666 12,726 60 0.5% 12,726
Range 92 26 -66 -71.7% 141
ATR 60 57 -2 -4.0% 0
Volume 1 5 4 400.0% 48
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,761 12,770 12,740
R3 12,735 12,744 12,733
R2 12,709 12,709 12,731
R1 12,718 12,718 12,729 12,714
PP 12,683 12,683 12,683 12,681
S1 12,692 12,692 12,724 12,688
S2 12,657 12,657 12,721
S3 12,631 12,666 12,719
S4 12,605 12,640 12,712
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,071 13,040 12,804
R3 12,930 12,899 12,765
R2 12,789 12,789 12,752
R1 12,758 12,758 12,739 12,774
PP 12,648 12,648 12,648 12,656
S1 12,617 12,617 12,713 12,633
S2 12,507 12,507 12,700
S3 12,366 12,476 12,687
S4 12,225 12,335 12,649
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% 58 0.5% 133% False False 9
10 12,735 12,539 196 1.5% 54 0.4% 95% False False 7
20 12,735 12,472 263 2.1% 37 0.3% 97% False False 5
40 12,735 12,307 428 3.4% 23 0.2% 98% False False 24
60 12,735 12,178 557 4.4% 15 0.1% 98% False False 16
80 12,735 11,763 972 7.6% 12 0.1% 99% False False 12
100 12,735 11,523 1,212 9.5% 9 0.1% 99% False False 9
120 12,735 11,338 1,397 11.0% 8 0.1% 99% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,786
2.618 12,743
1.618 12,717
1.000 12,701
0.618 12,691
HIGH 12,675
0.618 12,665
0.500 12,662
0.382 12,659
LOW 12,649
0.618 12,633
1.000 12,623
1.618 12,607
2.618 12,581
4.250 12,539
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 12,705 12,688
PP 12,683 12,649
S1 12,662 12,611

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

View Archives - Comment on this page... - Back to Index of Symbols