mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
11-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 13,424 13,434 10 0.1% 13,670
High 13,484 13,453 -31 -0.2% 13,702
Low 13,382 13,282 -100 -0.7% 13,205
Close 13,435 13,302 -133 -1.0% 13,424
Range 102 171 69 67.6% 497
ATR 128 131 3 2.4% 0
Volume 58,507 39,425 -19,082 -32.6% 632,496
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,859 13,751 13,396
R3 13,688 13,580 13,349
R2 13,517 13,517 13,333
R1 13,409 13,409 13,318 13,378
PP 13,346 13,346 13,346 13,330
S1 13,238 13,238 13,286 13,207
S2 13,175 13,175 13,271
S3 13,004 13,067 13,255
S4 12,833 12,896 13,208
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 13,630 13,205 425 3.2% 193 1.4% 23% False False 105,900
10 13,708 13,205 503 3.8% 149 1.1% 19% False False 114,730
20 13,708 13,205 503 3.8% 129 1.0% 19% False False 130,294
40 13,708 12,736 972 7.3% 115 0.9% 58% False False 125,309
60 13,708 12,303 1,405 10.6% 111 0.8% 71% False False 120,619
80 13,708 12,035 1,673 12.6% 124 0.9% 76% False False 104,717
100 13,708 12,035 1,673 12.6% 111 0.8% 76% False False 83,782
120 13,708 12,035 1,673 12.6% 100 0.8% 76% False False 69,820
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 36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,180
2.618 13,901
1.618 13,730
1.000 13,624
0.618 13,559
HIGH 13,453
0.618 13,388
0.500 13,368
0.382 13,347
LOW 13,282
0.618 13,176
1.000 13,111
1.618 13,005
2.618 12,834
4.250 12,555
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 13,368 13,345
PP 13,346 13,330
S1 13,324 13,316

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

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