mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 20-Apr-2007
Day Change Summary
Previous Current
19-Apr-2007 20-Apr-2007 Change Change % Previous Week
Open 12,851 12,876 25 0.2% 12,683
High 12,879 13,031 152 1.2% 13,031
Low 12,766 12,867 101 0.8% 12,676
Close 12,871 13,019 148 1.1% 13,019
Range 113 164 51 45.1% 355
ATR 110 114 4 3.5% 0
Volume 126,502 132,715 6,213 4.9% 592,630
Daily Pivots for day following 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,464 13,406 13,109
R3 13,300 13,242 13,064
R2 13,136 13,136 13,049
R1 13,078 13,078 13,034 13,107
PP 12,972 12,972 12,972 12,987
S1 12,914 12,914 13,004 12,943
S2 12,808 12,808 12,989
S3 12,644 12,750 12,974
S4 12,480 12,586 12,929
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,974 13,851 13,214
R3 13,619 13,496 13,117
R2 13,264 13,264 13,084
R1 13,141 13,141 13,052 13,203
PP 12,909 12,909 12,909 12,939
S1 12,786 12,786 12,987 12,848
S2 12,554 12,554 12,954
S3 12,199 12,431 12,922
S4 11,844 12,076 12,824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,031 12,676 355 2.7% 122 0.9% 97% True False 118,526
10 13,031 12,487 544 4.2% 106 0.8% 98% True False 99,380
20 13,031 12,315 716 5.5% 107 0.8% 98% True False 110,149
40 13,031 12,035 996 7.7% 137 1.1% 99% True False 96,190
60 13,031 12,035 996 7.7% 111 0.9% 99% True False 64,143
80 13,031 12,035 996 7.7% 97 0.7% 99% True False 48,111
100 13,031 12,035 996 7.7% 82 0.6% 99% True False 38,498
120 13,031 12,035 996 7.7% 68 0.5% 99% True False 32,082
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 23
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 13,728
2.618 13,460
1.618 13,296
1.000 13,195
0.618 13,132
HIGH 13,031
0.618 12,968
0.500 12,949
0.382 12,930
LOW 12,867
0.618 12,766
1.000 12,703
1.618 12,602
2.618 12,438
4.250 12,170
Fisher Pivots for day following 20-Apr-2007
Pivot 1 day 3 day
R1 12,996 12,979
PP 12,972 12,939
S1 12,949 12,899

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

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