mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary
Previous Current
31-May-2007 01-Jun-2007 Change Change % Previous Week
Open 13,657 13,653 -4 0.0% 13,534
High 13,695 13,708 13 0.1% 13,708
Low 13,631 13,638 7 0.1% 13,470
Close 13,650 13,689 39 0.3% 13,689
Range 64 70 6 9.4% 238
ATR 108 105 -3 -2.5% 0
Volume 172,862 114,399 -58,463 -33.8% 517,704
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,888 13,859 13,728
R3 13,818 13,789 13,708
R2 13,748 13,748 13,702
R1 13,719 13,719 13,696 13,734
PP 13,678 13,678 13,678 13,686
S1 13,649 13,649 13,683 13,664
S2 13,608 13,608 13,676
S3 13,538 13,579 13,670
S4 13,468 13,509 13,651
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,336 14,251 13,820
R3 14,098 14,013 13,755
R2 13,860 13,860 13,733
R1 13,775 13,775 13,711 13,818
PP 13,622 13,622 13,622 13,644
S1 13,537 13,537 13,667 13,580
S2 13,384 13,384 13,645
S3 13,146 13,299 13,624
S4 12,908 13,061 13,558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,708 13,470 238 1.7% 100 0.7% 92% True False 150,138
10 13,708 13,449 259 1.9% 105 0.8% 93% True False 135,423
20 13,708 13,235 473 3.5% 105 0.8% 96% True False 133,976
40 13,708 12,487 1,221 8.9% 101 0.7% 98% True False 121,314
60 13,708 12,035 1,673 12.2% 109 0.8% 99% True False 127,198
80 13,708 12,035 1,673 12.2% 115 0.8% 99% True False 95,591
100 13,708 12,035 1,673 12.2% 104 0.8% 99% True False 76,479
120 13,708 12,035 1,673 12.2% 92 0.7% 99% True False 63,738
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 35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,006
2.618 13,891
1.618 13,821
1.000 13,778
0.618 13,751
HIGH 13,708
0.618 13,681
0.500 13,673
0.382 13,665
LOW 13,638
0.618 13,595
1.000 13,568
1.618 13,525
2.618 13,455
4.250 13,341
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 13,684 13,656
PP 13,678 13,622
S1 13,673 13,589

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

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