mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 13,553 13,657 104 0.8% 13,596
High 13,663 13,695 32 0.2% 13,653
Low 13,470 13,631 161 1.2% 13,449
Close 13,656 13,650 -6 0.0% 13,527
Range 193 64 -129 -66.8% 204
ATR 112 108 -3 -3.0% 0
Volume 129,611 172,862 43,251 33.4% 710,669
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 13,851 13,814 13,685
R3 13,787 13,750 13,668
R2 13,723 13,723 13,662
R1 13,686 13,686 13,656 13,673
PP 13,659 13,659 13,659 13,652
S1 13,622 13,622 13,644 13,609
S2 13,595 13,595 13,638
S3 13,531 13,558 13,633
S4 13,467 13,494 13,615
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 14,155 14,045 13,639
R3 13,951 13,841 13,583
R2 13,747 13,747 13,565
R1 13,637 13,637 13,546 13,590
PP 13,543 13,543 13,543 13,520
S1 13,433 13,433 13,508 13,386
S2 13,339 13,339 13,490
S3 13,135 13,229 13,471
S4 12,931 13,025 13,415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,695 13,449 246 1.8% 127 0.9% 82% True False 155,178
10 13,695 13,449 246 1.8% 105 0.8% 82% True False 139,935
20 13,695 13,230 465 3.4% 104 0.8% 90% True False 134,081
40 13,695 12,487 1,208 8.8% 101 0.7% 96% True False 120,403
60 13,695 12,035 1,660 12.2% 110 0.8% 97% True False 125,419
80 13,695 12,035 1,660 12.2% 115 0.8% 97% True False 94,161
100 13,695 12,035 1,660 12.2% 104 0.8% 97% True False 75,335
120 13,695 12,035 1,660 12.2% 92 0.7% 97% True False 62,787
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,967
2.618 13,863
1.618 13,799
1.000 13,759
0.618 13,735
HIGH 13,695
0.618 13,671
0.500 13,663
0.382 13,656
LOW 13,631
0.618 13,592
1.000 13,567
1.618 13,528
2.618 13,464
4.250 13,359
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 13,663 13,628
PP 13,659 13,605
S1 13,654 13,583

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

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