mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 12,327 12,381 54 0.4% 12,389
High 12,387 12,570 183 1.5% 12,443
Low 12,303 12,350 47 0.4% 12,035
Close 12,385 12,523 138 1.1% 12,211
Range 84 220 136 161.9% 408
ATR 134 140 6 4.6% 0
Volume 110,471 101,317 -9,154 -8.3% 918,614
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,141 13,052 12,644
R3 12,921 12,832 12,584
R2 12,701 12,701 12,563
R1 12,612 12,612 12,543 12,657
PP 12,481 12,481 12,481 12,503
S1 12,392 12,392 12,503 12,437
S2 12,261 12,261 12,483
S3 12,041 12,172 12,463
S4 11,821 11,952 12,402
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,454 13,240 12,436
R3 13,046 12,832 12,323
R2 12,638 12,638 12,286
R1 12,424 12,424 12,249 12,327
PP 12,230 12,230 12,230 12,181
S1 12,016 12,016 12,174 11,919
S2 11,822 11,822 12,136
S3 11,414 11,608 12,099
S4 11,006 11,200 11,987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,570 12,176 394 3.1% 129 1.0% 88% True False 157,587
10 12,570 12,035 535 4.3% 144 1.1% 91% True False 134,461
20 12,896 12,035 861 6.9% 169 1.4% 57% False False 67,593
40 12,908 12,035 873 7.0% 115 0.9% 56% False False 33,819
60 12,908 12,035 873 7.0% 93 0.7% 56% False False 22,550
80 12,908 12,035 873 7.0% 74 0.6% 56% False False 16,924
100 12,908 12,035 873 7.0% 59 0.5% 56% False False 13,539
120 12,908 11,905 1,003 8.0% 49 0.4% 62% False False 11,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,505
2.618 13,146
1.618 12,926
1.000 12,790
0.618 12,706
HIGH 12,570
0.618 12,486
0.500 12,460
0.382 12,434
LOW 12,350
0.618 12,214
1.000 12,130
1.618 11,994
2.618 11,774
4.250 11,415
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 12,502 12,475
PP 12,481 12,428
S1 12,460 12,380

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

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