mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 12,780 12,666 -114 -0.9% 12,720
High 12,780 12,740 -40 -0.3% 12,780
Low 12,685 12,666 -19 -0.1% 12,666
Close 12,705 12,712 7 0.1% 12,712
Range 95 74 -21 -22.1% 114
ATR 55 57 1 2.4% 0
Volume 20 24 4 20.0% 55
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,928 12,894 12,753
R3 12,854 12,820 12,732
R2 12,780 12,780 12,726
R1 12,746 12,746 12,719 12,763
PP 12,706 12,706 12,706 12,715
S1 12,672 12,672 12,705 12,689
S2 12,632 12,632 12,699
S3 12,558 12,598 12,692
S4 12,484 12,524 12,671
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,061 13,001 12,775
R3 12,947 12,887 12,743
R2 12,833 12,833 12,733
R1 12,773 12,773 12,723 12,746
PP 12,719 12,719 12,719 12,706
S1 12,659 12,659 12,702 12,632
S2 12,605 12,605 12,691
S3 12,491 12,545 12,681
S4 12,377 12,431 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 12,649 131 1.0% 47 0.4% 48% False False 12
10 12,780 12,539 241 1.9% 59 0.5% 72% False False 11
20 12,780 12,522 258 2.0% 44 0.3% 74% False False 7
40 12,780 12,307 473 3.7% 28 0.2% 86% False False 26
60 12,780 12,178 602 4.7% 19 0.1% 89% False False 17
80 12,780 11,905 875 6.9% 14 0.1% 92% False False 13
100 12,780 11,573 1,207 9.5% 11 0.1% 94% False False 10
120 12,780 11,338 1,442 11.3% 10 0.1% 95% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,055
2.618 12,934
1.618 12,860
1.000 12,814
0.618 12,786
HIGH 12,740
0.618 12,712
0.500 12,703
0.382 12,694
LOW 12,666
0.618 12,620
1.000 12,592
1.618 12,546
2.618 12,472
4.250 12,352
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 12,709 12,723
PP 12,706 12,719
S1 12,703 12,716

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

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