mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 12,460 12,517 57 0.5% 12,540
High 12,571 12,517 -54 -0.4% 12,610
Low 12,411 12,517 106 0.9% 12,411
Close 12,517 12,541 24 0.2% 12,541
Range 160 0 -160 -100.0% 199
ATR 71 66 -5 -7.1% 0
Volume 28 14 -14 -50.0% 67
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,525 12,533 12,541
R3 12,525 12,533 12,541
R2 12,525 12,525 12,541
R1 12,533 12,533 12,541 12,529
PP 12,525 12,525 12,525 12,523
S1 12,533 12,533 12,541 12,529
S2 12,525 12,525 12,541
S3 12,525 12,533 12,541
S4 12,525 12,533 12,541
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,118 13,028 12,651
R3 12,919 12,829 12,596
R2 12,720 12,720 12,578
R1 12,630 12,630 12,559 12,675
PP 12,521 12,521 12,521 12,543
S1 12,431 12,431 12,523 12,476
S2 12,322 12,322 12,505
S3 12,123 12,232 12,486
S4 11,924 12,033 12,432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,610 12,411 199 1.6% 59 0.5% 65% False False 13
10 12,693 12,320 373 3.0% 58 0.5% 59% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,517
2.618 12,517
1.618 12,517
1.000 12,517
0.618 12,517
HIGH 12,517
0.618 12,517
0.500 12,517
0.382 12,517
LOW 12,517
0.618 12,517
1.000 12,517
1.618 12,517
2.618 12,517
4.250 12,517
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 12,533 12,524
PP 12,525 12,508
S1 12,517 12,491

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

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