mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 13,378 13,432 54 0.4% 13,313
High 13,517 13,532 15 0.1% 13,407
Low 13,347 13,402 55 0.4% 13,235
Close 13,438 13,530 92 0.7% 13,379
Range 170 130 -40 -23.5% 172
ATR 107 109 2 1.5% 0
Volume 127,911 233,797 105,886 82.8% 564,900
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 13,878 13,834 13,602
R3 13,748 13,704 13,566
R2 13,618 13,618 13,554
R1 13,574 13,574 13,542 13,596
PP 13,488 13,488 13,488 13,499
S1 13,444 13,444 13,518 13,466
S2 13,358 13,358 13,506
S3 13,228 13,314 13,494
S4 13,098 13,184 13,459
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 13,532 13,235 297 2.2% 135 1.0% 99% True False 151,652
10 13,532 13,230 302 2.2% 104 0.8% 99% True False 128,228
20 13,532 12,766 766 5.7% 105 0.8% 100% True False 127,224
40 13,532 12,315 1,217 9.0% 103 0.8% 100% True False 119,529
60 13,532 12,035 1,497 11.1% 125 0.9% 100% True False 102,217
80 13,532 12,035 1,497 11.1% 109 0.8% 100% True False 76,674
100 13,532 12,035 1,497 11.1% 97 0.7% 100% True False 61,342
120 13,532 12,035 1,497 11.1% 83 0.6% 100% True False 51,126
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 14,085
2.618 13,872
1.618 13,742
1.000 13,662
0.618 13,612
HIGH 13,532
0.618 13,482
0.500 13,467
0.382 13,452
LOW 13,402
0.618 13,322
1.000 13,272
1.618 13,192
2.618 13,062
4.250 12,850
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 13,509 13,497
PP 13,488 13,465
S1 13,467 13,432

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

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