mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 13-Apr-2007
Day Change Summary
Previous Current
12-Apr-2007 13-Apr-2007 Change Change % Previous Week
Open 12,554 12,606 52 0.4% 12,659
High 12,619 12,685 66 0.5% 12,685
Low 12,487 12,587 100 0.8% 12,487
Close 12,604 12,673 69 0.5% 12,673
Range 132 98 -34 -25.8% 198
ATR 111 110 -1 -0.8% 0
Volume 143,884 124,997 -18,887 -13.1% 401,178
Daily Pivots for day following 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 12,942 12,906 12,727
R3 12,844 12,808 12,700
R2 12,746 12,746 12,691
R1 12,710 12,710 12,682 12,728
PP 12,648 12,648 12,648 12,658
S1 12,612 12,612 12,664 12,630
S2 12,550 12,550 12,655
S3 12,452 12,514 12,646
S4 12,354 12,416 12,619
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,209 13,139 12,782
R3 13,011 12,941 12,728
R2 12,813 12,813 12,709
R1 12,743 12,743 12,691 12,778
PP 12,615 12,615 12,615 12,633
S1 12,545 12,545 12,655 12,580
S2 12,417 12,417 12,637
S3 12,219 12,347 12,619
S4 12,021 12,149 12,564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,685 12,487 198 1.6% 90 0.7% 94% True False 80,235
10 12,685 12,391 294 2.3% 89 0.7% 96% True False 94,223
20 12,685 12,190 495 3.9% 106 0.8% 98% True False 111,927
40 12,908 12,035 873 6.9% 131 1.0% 73% False False 81,383
60 12,908 12,035 873 6.9% 108 0.9% 73% False False 54,270
80 12,908 12,035 873 6.9% 91 0.7% 73% False False 40,704
100 12,908 12,035 873 6.9% 76 0.6% 73% False False 32,572
120 12,908 12,035 873 6.9% 63 0.5% 73% False False 27,143
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,102
2.618 12,942
1.618 12,844
1.000 12,783
0.618 12,746
HIGH 12,685
0.618 12,648
0.500 12,636
0.382 12,625
LOW 12,587
0.618 12,527
1.000 12,489
1.618 12,429
2.618 12,331
4.250 12,171
Fisher Pivots for day following 13-Apr-2007
Pivot 1 day 3 day
R1 12,661 12,644
PP 12,648 12,615
S1 12,636 12,586

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

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