mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary
Previous Current
25-Jan-2007 26-Jan-2007 Change Change % Previous Week
Open 12,763 12,640 -123 -1.0% 12,682
High 12,763 12,660 -103 -0.8% 12,765
Low 12,635 12,575 -60 -0.5% 12,575
Close 12,642 12,624 -18 -0.1% 12,624
Range 128 85 -43 -33.6% 190
ATR 66 68 1 2.0% 0
Volume 35 27 -8 -22.9% 247
Daily Pivots for day following 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,875 12,834 12,671
R3 12,790 12,749 12,648
R2 12,705 12,705 12,640
R1 12,664 12,664 12,632 12,642
PP 12,620 12,620 12,620 12,609
S1 12,579 12,579 12,616 12,557
S2 12,535 12,535 12,609
S3 12,450 12,494 12,601
S4 12,365 12,409 12,577
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,225 13,114 12,729
R3 13,035 12,924 12,676
R2 12,845 12,845 12,659
R1 12,734 12,734 12,642 12,695
PP 12,655 12,655 12,655 12,635
S1 12,544 12,544 12,607 12,505
S2 12,465 12,465 12,589
S3 12,275 12,354 12,572
S4 12,085 12,164 12,520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,765 12,575 190 1.5% 90 0.7% 26% False True 49
10 12,780 12,575 205 1.6% 68 0.5% 24% False True 30
20 12,780 12,539 241 1.9% 60 0.5% 35% False False 18
40 12,780 12,323 457 3.6% 40 0.3% 66% False False 32
60 12,780 12,178 602 4.8% 26 0.2% 74% False False 21
80 12,780 11,960 820 6.5% 20 0.2% 81% False False 16
100 12,780 11,573 1,207 9.6% 16 0.1% 87% False False 12
120 12,780 11,338 1,442 11.4% 13 0.1% 89% False False 10
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 False
Bull Hook False
Stretch 6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,021
2.618 12,883
1.618 12,798
1.000 12,745
0.618 12,713
HIGH 12,660
0.618 12,628
0.500 12,618
0.382 12,608
LOW 12,575
0.618 12,523
1.000 12,490
1.618 12,438
2.618 12,353
4.250 12,214
Fisher Pivots for day following 26-Jan-2007
Pivot 1 day 3 day
R1 12,622 12,670
PP 12,620 12,655
S1 12,618 12,639

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

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