mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 12,701 12,790 89 0.7% 12,682
High 12,781 12,822 41 0.3% 12,765
Low 12,689 12,790 101 0.8% 12,575
Close 12,761 12,812 51 0.4% 12,624
Range 92 32 -60 -65.2% 190
ATR 68 67 0 -0.7% 0
Volume 148 16 -132 -89.2% 247
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 12,904 12,890 12,830
R3 12,872 12,858 12,821
R2 12,840 12,840 12,818
R1 12,826 12,826 12,815 12,833
PP 12,808 12,808 12,808 12,812
S1 12,794 12,794 12,809 12,801
S2 12,776 12,776 12,806
S3 12,744 12,762 12,803
S4 12,712 12,730 12,795
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 12,822 12,575 247 1.9% 50 0.4% 96% True False 43
10 12,822 12,575 247 1.9% 69 0.5% 96% True False 46
20 12,822 12,539 283 2.2% 60 0.5% 96% True False 27
40 12,822 12,418 404 3.2% 44 0.3% 98% True False 36
60 12,822 12,303 519 4.1% 29 0.2% 98% True False 24
80 12,822 12,089 733 5.7% 22 0.2% 99% True False 18
100 12,822 11,617 1,205 9.4% 18 0.1% 99% True False 14
120 12,822 11,342 1,480 11.6% 15 0.1% 99% True False 12
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 9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,958
2.618 12,906
1.618 12,874
1.000 12,854
0.618 12,842
HIGH 12,822
0.618 12,810
0.500 12,806
0.382 12,802
LOW 12,790
0.618 12,770
1.000 12,758
1.618 12,738
2.618 12,706
4.250 12,654
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 12,810 12,783
PP 12,808 12,753
S1 12,806 12,724

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

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