mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 12,422 12,438 16 0.1% 12,561
High 12,492 12,465 -27 -0.2% 12,578
Low 12,315 12,391 76 0.6% 12,315
Close 12,440 12,449 9 0.1% 12,440
Range 177 74 -103 -58.2% 263
ATR 132 128 -4 -3.1% 0
Volume 157,513 164,297 6,784 4.3% 668,121
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 12,657 12,627 12,490
R3 12,583 12,553 12,469
R2 12,509 12,509 12,463
R1 12,479 12,479 12,456 12,494
PP 12,435 12,435 12,435 12,443
S1 12,405 12,405 12,442 12,420
S2 12,361 12,361 12,436
S3 12,287 12,331 12,429
S4 12,213 12,257 12,408
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,233 13,100 12,585
R3 12,970 12,837 12,512
R2 12,707 12,707 12,488
R1 12,574 12,574 12,464 12,509
PP 12,444 12,444 12,444 12,412
S1 12,311 12,311 12,416 12,246
S2 12,181 12,181 12,392
S3 11,918 12,048 12,368
S4 11,655 11,785 12,295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,535 12,315 220 1.8% 118 0.9% 61% False False 147,455
10 12,599 12,303 296 2.4% 117 0.9% 49% False False 133,714
20 12,599 12,035 564 4.5% 128 1.0% 73% False False 123,672
40 12,908 12,035 873 7.0% 124 1.0% 47% False False 61,944
60 12,908 12,035 873 7.0% 103 0.8% 47% False False 41,306
80 12,908 12,035 873 7.0% 84 0.7% 47% False False 30,991
100 12,908 12,035 873 7.0% 67 0.5% 47% False False 24,792
120 12,908 12,035 873 7.0% 56 0.5% 47% False False 20,660
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,780
2.618 12,659
1.618 12,585
1.000 12,539
0.618 12,511
HIGH 12,465
0.618 12,437
0.500 12,428
0.382 12,419
LOW 12,391
0.618 12,345
1.000 12,317
1.618 12,271
2.618 12,197
4.250 12,077
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 12,442 12,434
PP 12,435 12,419
S1 12,428 12,404

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

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