mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 12,438 12,452 14 0.1% 12,561
High 12,465 12,627 162 1.3% 12,578
Low 12,391 12,447 56 0.5% 12,315
Close 12,449 12,580 131 1.1% 12,440
Range 74 180 106 143.2% 263
ATR 128 132 4 2.9% 0
Volume 164,297 116,572 -47,725 -29.0% 668,121
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,091 13,016 12,679
R3 12,911 12,836 12,630
R2 12,731 12,731 12,613
R1 12,656 12,656 12,597 12,694
PP 12,551 12,551 12,551 12,570
S1 12,476 12,476 12,564 12,514
S2 12,371 12,371 12,547
S3 12,191 12,296 12,531
S4 12,011 12,116 12,481
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 12,627 12,315 312 2.5% 138 1.1% 85% True False 143,083
10 12,627 12,315 312 2.5% 126 1.0% 85% True False 134,324
20 12,627 12,035 592 4.7% 128 1.0% 92% True False 129,418
40 12,908 12,035 873 6.9% 128 1.0% 62% False False 64,858
60 12,908 12,035 873 6.9% 105 0.8% 62% False False 43,248
80 12,908 12,035 873 6.9% 87 0.7% 62% False False 32,448
100 12,908 12,035 873 6.9% 69 0.5% 62% False False 25,958
120 12,908 12,035 873 6.9% 58 0.5% 62% False False 21,632
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 25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,392
2.618 13,098
1.618 12,918
1.000 12,807
0.618 12,738
HIGH 12,627
0.618 12,558
0.500 12,537
0.382 12,516
LOW 12,447
0.618 12,336
1.000 12,267
1.618 12,156
2.618 11,976
4.250 11,682
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 12,566 12,544
PP 12,551 12,507
S1 12,537 12,471

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

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