mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 12,782 12,902 120 0.9% 12,750
High 12,876 12,946 70 0.5% 12,780
Low 12,782 12,902 120 0.9% 12,650
Close 12,877 12,934 57 0.4% 12,777
Range 94 44 -50 -53.2% 130
ATR 58 59 1 1.4% 0
Volume 12 31 19 158.3% 32
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,059 13,041 12,958
R3 13,015 12,997 12,946
R2 12,971 12,971 12,942
R1 12,953 12,953 12,938 12,962
PP 12,927 12,927 12,927 12,932
S1 12,909 12,909 12,930 12,918
S2 12,883 12,883 12,926
S3 12,839 12,865 12,922
S4 12,795 12,821 12,910
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,126 13,081 12,849
R3 12,996 12,951 12,813
R2 12,866 12,866 12,801
R1 12,821 12,821 12,789 12,844
PP 12,736 12,736 12,736 12,747
S1 12,691 12,691 12,765 12,714
S2 12,606 12,606 12,753
S3 12,476 12,561 12,741
S4 12,346 12,431 12,706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,946 12,650 296 2.3% 58 0.4% 96% True False 10
10 12,946 12,650 296 2.3% 30 0.2% 96% True False 10
20 12,946 12,411 535 4.1% 42 0.3% 98% True False 9
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 4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,133
2.618 13,061
1.618 13,017
1.000 12,990
0.618 12,973
HIGH 12,946
0.618 12,929
0.500 12,924
0.382 12,919
LOW 12,902
0.618 12,875
1.000 12,858
1.618 12,831
2.618 12,787
4.250 12,715
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 12,931 12,899
PP 12,927 12,864
S1 12,924 12,829

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

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