mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 13,266 13,381 115 0.9% 13,313
High 13,385 13,421 36 0.3% 13,407
Low 13,235 13,332 97 0.7% 13,235
Close 13,379 13,388 9 0.1% 13,379
Range 150 89 -61 -40.7% 172
ATR 104 103 -1 -1.0% 0
Volume 155,410 123,838 -31,572 -20.3% 564,900
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 13,647 13,607 13,437
R3 13,558 13,518 13,413
R2 13,469 13,469 13,404
R1 13,429 13,429 13,396 13,449
PP 13,380 13,380 13,380 13,391
S1 13,340 13,340 13,380 13,360
S2 13,291 13,291 13,372
S3 13,202 13,251 13,364
S4 13,113 13,162 13,339
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 13,856 13,790 13,474
R3 13,684 13,618 13,426
R2 13,512 13,512 13,411
R1 13,446 13,446 13,395 13,479
PP 13,340 13,340 13,340 13,357
S1 13,274 13,274 13,363 13,307
S2 13,168 13,168 13,348
S3 12,996 13,102 13,332
S4 12,824 12,930 13,285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,421 13,235 186 1.4% 110 0.8% 82% True False 113,611
10 13,421 13,078 343 2.6% 96 0.7% 90% True False 118,797
20 13,421 12,736 685 5.1% 101 0.8% 95% True False 120,323
40 13,421 12,303 1,118 8.4% 103 0.8% 97% True False 115,781
60 13,421 12,035 1,386 10.4% 122 0.9% 98% True False 96,191
80 13,421 12,035 1,386 10.4% 107 0.8% 98% True False 72,154
100 13,421 12,035 1,386 10.4% 94 0.7% 98% True False 57,725
120 13,421 12,035 1,386 10.4% 81 0.6% 98% True False 48,111
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 True
Bear Hook False
Bull Hook False
Stretch 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,799
2.618 13,654
1.618 13,565
1.000 13,510
0.618 13,476
HIGH 13,421
0.618 13,387
0.500 13,377
0.382 13,366
LOW 13,332
0.618 13,277
1.000 13,243
1.618 13,188
2.618 13,099
4.250 12,954
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 13,384 13,368
PP 13,380 13,348
S1 13,377 13,328

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

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