mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary
Previous Current
19-Jan-2007 22-Jan-2007 Change Change % Previous Week
Open 12,666 12,682 16 0.1% 12,720
High 12,740 12,713 -27 -0.2% 12,780
Low 12,666 12,603 -63 -0.5% 12,666
Close 12,712 12,635 -77 -0.6% 12,712
Range 74 110 36 48.6% 114
ATR 57 60 4 6.8% 0
Volume 24 102 78 325.0% 55
Daily Pivots for day following 22-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,980 12,918 12,696
R3 12,870 12,808 12,665
R2 12,760 12,760 12,655
R1 12,698 12,698 12,645 12,674
PP 12,650 12,650 12,650 12,639
S1 12,588 12,588 12,625 12,564
S2 12,540 12,540 12,615
S3 12,430 12,478 12,605
S4 12,320 12,368 12,575
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 12,603 177 1.4% 64 0.5% 18% False True 31
10 12,780 12,539 241 1.9% 61 0.5% 40% False False 20
20 12,780 12,522 258 2.0% 46 0.4% 44% False False 12
40 12,780 12,307 473 3.7% 31 0.2% 69% False False 28
60 12,780 12,178 602 4.8% 21 0.2% 76% False False 19
80 12,780 11,905 875 6.9% 16 0.1% 83% False False 14
100 12,780 11,573 1,207 9.6% 12 0.1% 88% False False 11
120 12,780 11,338 1,442 11.4% 10 0.1% 90% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 13,181
2.618 13,001
1.618 12,891
1.000 12,823
0.618 12,781
HIGH 12,713
0.618 12,671
0.500 12,658
0.382 12,645
LOW 12,603
0.618 12,535
1.000 12,493
1.618 12,425
2.618 12,315
4.250 12,136
Fisher Pivots for day following 22-Jan-2007
Pivot 1 day 3 day
R1 12,658 12,692
PP 12,650 12,673
S1 12,643 12,654

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

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