mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 12,683 12,764 81 0.6% 12,659
High 12,789 12,847 58 0.5% 12,685
Low 12,676 12,736 60 0.5% 12,487
Close 12,769 12,826 57 0.4% 12,673
Range 113 111 -2 -1.8% 198
ATR 110 110 0 0.0% 0
Volume 109,718 94,817 -14,901 -13.6% 401,178
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,136 13,092 12,887
R3 13,025 12,981 12,857
R2 12,914 12,914 12,846
R1 12,870 12,870 12,836 12,892
PP 12,803 12,803 12,803 12,814
S1 12,759 12,759 12,816 12,781
S2 12,692 12,692 12,806
S3 12,581 12,648 12,796
S4 12,470 12,537 12,765
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 12,847 12,487 360 2.8% 118 0.9% 94% True False 108,871
10 12,847 12,487 360 2.8% 86 0.7% 94% True False 86,590
20 12,847 12,315 532 4.1% 106 0.8% 96% True False 110,457
40 12,896 12,035 861 6.7% 134 1.0% 92% False False 86,494
60 12,908 12,035 873 6.8% 109 0.8% 91% False False 57,677
80 12,908 12,035 873 6.8% 93 0.7% 91% False False 43,260
100 12,908 12,035 873 6.8% 78 0.6% 91% False False 34,617
120 12,908 12,035 873 6.8% 65 0.5% 91% False False 28,848
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 22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,319
2.618 13,138
1.618 13,027
1.000 12,958
0.618 12,916
HIGH 12,847
0.618 12,805
0.500 12,792
0.382 12,779
LOW 12,736
0.618 12,668
1.000 12,625
1.618 12,557
2.618 12,446
4.250 12,264
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 12,815 12,790
PP 12,803 12,753
S1 12,792 12,717

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

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