mini-sized Dow ($5) Future June 2007

Trading Metrics calculated at close of trading on 14-Jun-2007

Day Change Summary
	Previous	Current
	13-Jun-2007	14-Jun-2007	Change	Change %	Previous Week
Open	13,294	13,485	191	1.4%	13,670
High	13,492	13,586	94	0.7%	13,702
Low	13,279	13,476	197	1.5%	13,205
Close	13,485	13,568	83	0.6%	13,424
Range	213	110	-103	-48.4%	497
ATR	137	135	-2	-1.4%	0
Volume	33,668	22,428	-11,240	-33.4%	632,496

Daily Pivots for day following 14-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	13,873	13,831	13,629
R3	13,763	13,721	13,598
R2	13,653	13,653	13,588
R1	13,611	13,611	13,578	13,632
PP	13,543	13,543	13,543	13,554
S1	13,501	13,501	13,558	13,522
S2	13,433	13,433	13,548
S3	13,323	13,391	13,538
S4	13,213	13,281	13,508

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	13,586	13,205	381	2.8%	166	1.2%	95%	True	False	53,681
10	13,708	13,205	503	3.7%	155	1.1%	72%	False	False	90,092
20	13,708	13,205	503	3.7%	130	1.0%	72%	False	False	115,013
40	13,708	12,766	942	6.9%	118	0.9%	85%	False	False	121,119
60	13,708	12,315	1,393	10.3%	112	0.8%	90%	False	False	118,024
80	13,708	12,035	1,673	12.3%	126	0.9%	92%	False	False	105,416
100	13,708	12,035	1,673	12.3%	113	0.8%	92%	False	False	84,342
120	13,708	12,035	1,673	12.3%	102	0.8%	92%	False	False	70,287

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,054
2.618	13,874
1.618	13,764
1.000	13,696
0.618	13,654
HIGH	13,586
0.618	13,544
0.500	13,531
0.382	13,518
LOW	13,476
0.618	13,408
1.000	13,366
1.618	13,298
2.618	13,188
4.250	13,009

Fisher Pivots for day following 14-Jun-2007
Pivot	1 day	3 day
R1	13,556	13,523
PP	13,543	13,478
S1	13,531	13,433

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