mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 11-Apr-2007
Day Change Summary
Previous Current
10-Apr-2007 11-Apr-2007 Change Change % Previous Week
Open 12,639 12,634 -5 0.0% 12,438
High 12,659 12,650 -9 -0.1% 12,670
Low 12,618 12,515 -103 -0.8% 12,391
Close 12,632 12,554 -78 -0.6% 12,622
Range 41 135 94 229.3% 279
ATR 107 109 2 1.9% 0
Volume 58,639 70,939 12,300 21.0% 541,059
Daily Pivots for day following 11-Apr-2007
Classic Woodie Camarilla DeMark
R4 12,978 12,901 12,628
R3 12,843 12,766 12,591
R2 12,708 12,708 12,579
R1 12,631 12,631 12,567 12,602
PP 12,573 12,573 12,573 12,559
S1 12,496 12,496 12,542 12,467
S2 12,438 12,438 12,529
S3 12,303 12,361 12,517
S4 12,168 12,226 12,480
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 12,515 155 1.2% 69 0.6% 25% False True 53,998
10 12,670 12,315 355 2.8% 96 0.8% 67% False False 99,629
20 12,670 12,176 494 3.9% 104 0.8% 77% False False 121,117
40 12,908 12,035 873 7.0% 129 1.0% 59% False False 74,664
60 12,908 12,035 873 7.0% 107 0.8% 59% False False 49,789
80 12,908 12,035 873 7.0% 88 0.7% 59% False False 37,343
100 12,908 12,035 873 7.0% 73 0.6% 59% False False 29,883
120 12,908 12,035 873 7.0% 61 0.5% 59% False False 24,902
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 25
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,224
2.618 13,004
1.618 12,869
1.000 12,785
0.618 12,734
HIGH 12,650
0.618 12,599
0.500 12,583
0.382 12,567
LOW 12,515
0.618 12,432
1.000 12,380
1.618 12,297
2.618 12,162
4.250 11,941
Fisher Pivots for day following 11-Apr-2007
Pivot 1 day 3 day
R1 12,583 12,592
PP 12,573 12,579
S1 12,564 12,567

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

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