mini-sized Dow ($5) Future June 2007

Trading Metrics calculated at close of trading on 11-Jun-2007

Day Change Summary
	Previous	Current
	08-Jun-2007	11-Jun-2007	Change	Change %	Previous Week
Open	13,262	13,424	162	1.2%	13,670
High	13,440	13,484	44	0.3%	13,702
Low	13,205	13,382	177	1.3%	13,205
Close	13,424	13,435	11	0.1%	13,424
Range	235	102	-133	-56.6%	497
ATR	130	128	-2	-1.5%	0
Volume	114,378	58,507	-55,871	-48.8%	632,496

Daily Pivots for day following 11-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	13,740	13,689	13,491
R3	13,638	13,587	13,463
R2	13,536	13,536	13,454
R1	13,485	13,485	13,444	13,511
PP	13,434	13,434	13,434	13,446
S1	13,383	13,383	13,426	13,409
S2	13,332	13,332	13,416
S3	13,230	13,281	13,407
S4	13,128	13,179	13,379

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,935	14,676	13,697
R3	14,438	14,179	13,561
R2	13,941	13,941	13,515
R1	13,682	13,682	13,470	13,563
PP	13,444	13,444	13,444	13,384
S1	13,185	13,185	13,379	13,066
S2	12,947	12,947	13,333
S3	12,450	12,688	13,287
S4	11,953	12,191	13,151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,689	13,205	484	3.6%	184	1.4%	48%	False	False	115,820
10	13,708	13,205	503	3.7%	142	1.1%	46%	False	False	120,870
20	13,708	13,205	503	3.7%	125	0.9%	46%	False	False	134,515
40	13,708	12,676	1,032	7.7%	113	0.8%	74%	False	False	127,066
60	13,708	12,190	1,518	11.3%	111	0.8%	82%	False	False	122,020
80	13,708	12,035	1,673	12.5%	122	0.9%	84%	False	False	104,225
100	13,708	12,035	1,673	12.5%	110	0.8%	84%	False	False	83,388
120	13,708	12,035	1,673	12.5%	99	0.7%	84%	False	False	69,491

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	39
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,918
2.618	13,751
1.618	13,649
1.000	13,586
0.618	13,547
HIGH	13,484
0.618	13,445
0.500	13,433
0.382	13,421
LOW	13,382
0.618	13,319
1.000	13,280
1.618	13,217
2.618	13,115
4.250	12,949

Fisher Pivots for day following 11-Jun-2007
Pivot	1 day	3 day
R1	13,434	13,410
PP	13,434	13,385
S1	13,433	13,361

Download as Excel Spreadsheet

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

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