mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 13,434 13,294 -140 -1.0% 13,670
High 13,453 13,492 39 0.3% 13,702
Low 13,282 13,279 -3 0.0% 13,205
Close 13,302 13,485 183 1.4% 13,424
Range 171 213 42 24.6% 497
ATR 131 137 6 4.5% 0
Volume 39,425 33,668 -5,757 -14.6% 632,496
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,058 13,984 13,602
R3 13,845 13,771 13,544
R2 13,632 13,632 13,524
R1 13,558 13,558 13,505 13,595
PP 13,419 13,419 13,419 13,437
S1 13,345 13,345 13,466 13,382
S2 13,206 13,206 13,446
S3 12,993 13,132 13,427
S4 12,780 12,919 13,368
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 13,516 13,205 311 2.3% 198 1.5% 90% False False 81,643
10 13,708 13,205 503 3.7% 151 1.1% 56% False False 105,135
20 13,708 13,205 503 3.7% 131 1.0% 56% False False 125,582
40 13,708 12,766 942 7.0% 117 0.9% 76% False False 123,780
60 13,708 12,315 1,393 10.3% 114 0.8% 84% False False 119,339
80 13,708 12,035 1,673 12.4% 126 0.9% 87% False False 105,137
100 13,708 12,035 1,673 12.4% 112 0.8% 87% False False 84,118
120 13,708 12,035 1,673 12.4% 101 0.8% 87% False False 70,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,397
2.618 14,050
1.618 13,837
1.000 13,705
0.618 13,624
HIGH 13,492
0.618 13,411
0.500 13,386
0.382 13,360
LOW 13,279
0.618 13,147
1.000 13,066
1.618 12,934
2.618 12,721
4.250 12,374
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 13,452 13,452
PP 13,419 13,419
S1 13,386 13,386

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

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