mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 06-Apr-2007
Day Change Summary
Previous Current
05-Apr-2007 06-Apr-2007 Change Change % Previous Week
Open 12,594 12,622 28 0.2% 12,438
High 12,643 12,670 27 0.2% 12,670
Low 12,571 12,615 44 0.4% 12,391
Close 12,622 12,622 0 0.0% 12,622
Range 72 55 -17 -23.6% 279
ATR 122 117 -5 -3.9% 0
Volume 77,961 59,733 -18,228 -23.4% 541,059
Daily Pivots for day following 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 12,801 12,766 12,652
R3 12,746 12,711 12,637
R2 12,691 12,691 12,632
R1 12,656 12,656 12,627 12,650
PP 12,636 12,636 12,636 12,632
S1 12,601 12,601 12,617 12,595
S2 12,581 12,581 12,612
S3 12,526 12,546 12,607
S4 12,471 12,491 12,592
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,398 13,289 12,776
R3 13,119 13,010 12,699
R2 12,840 12,840 12,673
R1 12,731 12,731 12,648 12,786
PP 12,561 12,561 12,561 12,588
S1 12,452 12,452 12,597 12,507
S2 12,282 12,282 12,571
S3 12,003 12,173 12,545
S4 11,724 11,894 12,469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,670 12,391 279 2.2% 87 0.7% 83% True False 108,211
10 12,670 12,315 355 2.8% 108 0.9% 86% True False 120,918
20 12,670 12,035 635 5.0% 122 1.0% 92% True False 137,799
40 12,908 12,035 873 6.9% 129 1.0% 67% False False 71,360
60 12,908 12,035 873 6.9% 105 0.8% 67% False False 47,584
80 12,908 12,035 873 6.9% 87 0.7% 67% False False 35,693
100 12,908 12,035 873 6.9% 71 0.6% 67% False False 28,560
120 12,908 12,035 873 6.9% 59 0.5% 67% False False 23,800
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,904
2.618 12,814
1.618 12,759
1.000 12,725
0.618 12,704
HIGH 12,670
0.618 12,649
0.500 12,643
0.382 12,636
LOW 12,615
0.618 12,581
1.000 12,560
1.618 12,526
2.618 12,471
4.250 12,381
Fisher Pivots for day following 06-Apr-2007
Pivot 1 day 3 day
R1 12,643 12,619
PP 12,636 12,616
S1 12,629 12,613

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

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