mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 12,876 13,020 144 1.1% 12,683
High 13,031 13,040 9 0.1% 13,031
Low 12,867 12,965 98 0.8% 12,676
Close 13,019 12,974 -45 -0.3% 13,019
Range 164 75 -89 -54.3% 355
ATR 114 111 -3 -2.5% 0
Volume 132,715 126,259 -6,456 -4.9% 592,630
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,218 13,171 13,015
R3 13,143 13,096 12,995
R2 13,068 13,068 12,988
R1 13,021 13,021 12,981 13,007
PP 12,993 12,993 12,993 12,986
S1 12,946 12,946 12,967 12,932
S2 12,918 12,918 12,960
S3 12,843 12,871 12,954
S4 12,768 12,796 12,933
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 13,040 12,736 304 2.3% 114 0.9% 78% True False 121,834
10 13,040 12,487 553 4.3% 109 0.8% 88% True False 111,734
20 13,040 12,315 725 5.6% 104 0.8% 91% True False 111,705
40 13,040 12,035 1,005 7.7% 137 1.1% 93% True False 99,343
60 13,040 12,035 1,005 7.7% 111 0.9% 93% True False 66,247
80 13,040 12,035 1,005 7.7% 98 0.8% 93% True False 49,690
100 13,040 12,035 1,005 7.7% 82 0.6% 93% True False 39,761
120 13,040 12,035 1,005 7.7% 69 0.5% 93% True False 33,134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,359
2.618 13,236
1.618 13,161
1.000 13,115
0.618 13,086
HIGH 13,040
0.618 13,011
0.500 13,003
0.382 12,994
LOW 12,965
0.618 12,919
1.000 12,890
1.618 12,844
2.618 12,769
4.250 12,646
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 13,003 12,950
PP 12,993 12,927
S1 12,984 12,903

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

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