mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 12,649 12,720 71 0.6% 12,570
High 12,675 12,727 52 0.4% 12,680
Low 12,649 12,720 71 0.6% 12,539
Close 12,726 12,729 3 0.0% 12,726
Range 26 7 -19 -73.1% 141
ATR 57 54 -4 -6.3% 0
Volume 5 3 -2 -40.0% 48
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,746 12,745 12,733
R3 12,739 12,738 12,731
R2 12,732 12,732 12,730
R1 12,731 12,731 12,730 12,732
PP 12,725 12,725 12,725 12,726
S1 12,724 12,724 12,728 12,725
S2 12,718 12,718 12,728
S3 12,711 12,717 12,727
S4 12,704 12,710 12,725
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 12,727 12,539 188 1.5% 52 0.4% 101% True False 7
10 12,735 12,539 196 1.5% 55 0.4% 97% False False 7
20 12,735 12,522 213 1.7% 34 0.3% 97% False False 5
40 12,735 12,307 428 3.4% 23 0.2% 99% False False 24
60 12,735 12,178 557 4.4% 16 0.1% 99% 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% 100% False False 9
120 12,735 11,338 1,397 11.0% 8 0.1% 100% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 12,757
2.618 12,745
1.618 12,738
1.000 12,734
0.618 12,731
HIGH 12,727
0.618 12,724
0.500 12,724
0.382 12,723
LOW 12,720
0.618 12,716
1.000 12,713
1.618 12,709
2.618 12,702
4.250 12,690
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 12,727 12,705
PP 12,725 12,681
S1 12,724 12,658

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

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