mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 13,432 13,522 90 0.7% 13,313
High 13,532 13,554 22 0.2% 13,407
Low 13,402 13,486 84 0.6% 13,235
Close 13,530 13,506 -24 -0.2% 13,379
Range 130 68 -62 -47.7% 172
ATR 109 106 -3 -2.7% 0
Volume 233,797 159,517 -74,280 -31.8% 564,900
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 13,719 13,681 13,544
R3 13,651 13,613 13,525
R2 13,583 13,583 13,519
R1 13,545 13,545 13,512 13,530
PP 13,515 13,515 13,515 13,508
S1 13,477 13,477 13,500 13,462
S2 13,447 13,447 13,494
S3 13,379 13,409 13,487
S4 13,311 13,341 13,469
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 13,554 13,235 319 2.4% 122 0.9% 85% True False 160,094
10 13,554 13,235 319 2.4% 105 0.8% 85% True False 132,528
20 13,554 12,867 687 5.1% 103 0.8% 93% True False 128,875
40 13,554 12,315 1,239 9.2% 102 0.8% 96% True False 119,625
60 13,554 12,035 1,519 11.2% 124 0.9% 97% True False 104,875
80 13,554 12,035 1,519 11.2% 109 0.8% 97% True False 78,667
100 13,554 12,035 1,519 11.2% 97 0.7% 97% True False 62,937
120 13,554 12,035 1,519 11.2% 84 0.6% 97% True False 52,455
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 23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,843
2.618 13,732
1.618 13,664
1.000 13,622
0.618 13,596
HIGH 13,554
0.618 13,528
0.500 13,520
0.382 13,512
LOW 13,486
0.618 13,444
1.000 13,418
1.618 13,376
2.618 13,308
4.250 13,197
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 13,520 13,488
PP 13,515 13,469
S1 13,511 13,451

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

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