mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 18-Jan-2007
Day Change Summary
Previous Current
17-Jan-2007 18-Jan-2007 Change Change % Previous Week
Open 12,710 12,780 70 0.6% 12,570
High 12,741 12,780 39 0.3% 12,680
Low 12,710 12,685 -25 -0.2% 12,539
Close 12,740 12,705 -35 -0.3% 12,726
Range 31 95 64 206.5% 141
ATR 52 55 3 5.9% 0
Volume 8 20 12 150.0% 48
Daily Pivots for day following 18-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,008 12,952 12,757
R3 12,913 12,857 12,731
R2 12,818 12,818 12,723
R1 12,762 12,762 12,714 12,743
PP 12,723 12,723 12,723 12,714
S1 12,667 12,667 12,696 12,648
S2 12,628 12,628 12,688
S3 12,533 12,572 12,679
S4 12,438 12,477 12,653
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 12,780 12,588 192 1.5% 50 0.4% 61% True False 7
10 12,780 12,539 241 1.9% 52 0.4% 69% True False 9
20 12,780 12,522 258 2.0% 40 0.3% 71% True False 6
40 12,780 12,307 473 3.7% 26 0.2% 84% True False 25
60 12,780 12,178 602 4.7% 18 0.1% 88% True False 16
80 12,780 11,818 962 7.6% 13 0.1% 92% True False 12
100 12,780 11,530 1,250 9.8% 11 0.1% 94% True False 10
120 12,780 11,338 1,442 11.3% 9 0.1% 95% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 13,184
2.618 13,029
1.618 12,934
1.000 12,875
0.618 12,839
HIGH 12,780
0.618 12,744
0.500 12,733
0.382 12,721
LOW 12,685
0.618 12,626
1.000 12,590
1.618 12,531
2.618 12,436
4.250 12,281
Fisher Pivots for day following 18-Jan-2007
Pivot 1 day 3 day
R1 12,733 12,733
PP 12,723 12,723
S1 12,714 12,714

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

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