mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 27-Apr-2007
Day Change Summary
Previous Current
26-Apr-2007 27-Apr-2007 Change Change % Previous Week
Open 13,125 13,162 37 0.3% 13,020
High 13,173 13,188 15 0.1% 13,188
Low 13,112 13,113 1 0.0% 12,948
Close 13,169 13,175 6 0.0% 13,175
Range 61 75 14 23.0% 240
ATR 110 107 -2 -2.3% 0
Volume 149,103 111,092 -38,011 -25.5% 615,997
Daily Pivots for day following 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,384 13,354 13,216
R3 13,309 13,279 13,196
R2 13,234 13,234 13,189
R1 13,204 13,204 13,182 13,219
PP 13,159 13,159 13,159 13,166
S1 13,129 13,129 13,168 13,144
S2 13,084 13,084 13,161
S3 13,009 13,054 13,155
S4 12,934 12,979 13,134
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,824 13,739 13,307
R3 13,584 13,499 13,241
R2 13,344 13,344 13,219
R1 13,259 13,259 13,197 13,302
PP 13,104 13,104 13,104 13,125
S1 13,019 13,019 13,153 13,062
S2 12,864 12,864 13,131
S3 12,624 12,779 13,109
S4 12,384 12,539 13,043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,188 12,948 240 1.8% 93 0.7% 95% True False 123,199
10 13,188 12,676 512 3.9% 107 0.8% 97% True False 120,862
20 13,188 12,391 797 6.0% 98 0.7% 98% True False 107,543
40 13,188 12,035 1,153 8.8% 117 0.9% 99% True False 111,512
60 13,188 12,035 1,153 8.8% 115 0.9% 99% True False 74,406
80 13,188 12,035 1,153 8.8% 101 0.8% 99% True False 55,811
100 13,188 12,035 1,153 8.8% 86 0.7% 99% True False 44,658
120 13,188 12,035 1,153 8.8% 72 0.5% 99% True False 37,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,507
2.618 13,384
1.618 13,309
1.000 13,263
0.618 13,234
HIGH 13,188
0.618 13,159
0.500 13,151
0.382 13,142
LOW 13,113
0.618 13,067
1.000 13,038
1.618 12,992
2.618 12,917
4.250 12,794
Fisher Pivots for day following 27-Apr-2007
Pivot 1 day 3 day
R1 13,167 13,146
PP 13,159 13,118
S1 13,151 13,089

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

View Archives - Comment on this page... - Back to Index of Symbols