mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 30-May-2007
Day Change Summary
Previous Current
29-May-2007 30-May-2007 Change Change % Previous Week
Open 13,640 13,662 22 0.2% 13,720
High 13,710 13,786 76 0.6% 13,772
Low 13,609 13,595 -14 -0.1% 13,573
Close 13,678 13,777 99 0.7% 13,641
Range 101 191 90 89.1% 199
ATR 87 95 7 8.5% 0
Volume 4,417 554 -3,863 -87.5% 1,073
Daily Pivots for day following 30-May-2007
Classic Woodie Camarilla DeMark
R4 14,292 14,226 13,882
R3 14,101 14,035 13,830
R2 13,910 13,910 13,812
R1 13,844 13,844 13,795 13,877
PP 13,719 13,719 13,719 13,736
S1 13,653 13,653 13,760 13,686
S2 13,528 13,528 13,742
S3 13,337 13,462 13,725
S4 13,146 13,271 13,672
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 14,259 14,149 13,751
R3 14,060 13,950 13,696
R2 13,861 13,861 13,678
R1 13,751 13,751 13,659 13,707
PP 13,662 13,662 13,662 13,640
S1 13,552 13,552 13,623 13,508
S2 13,463 13,463 13,605
S3 13,264 13,353 13,586
S4 13,065 13,154 13,532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,786 13,573 213 1.5% 129 0.9% 96% True False 1,131
10 13,786 13,537 249 1.8% 100 0.7% 96% True False 694
20 13,786 13,300 486 3.5% 92 0.7% 98% True False 387
40 13,786 12,650 1,136 8.2% 74 0.5% 99% True False 207
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 31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,598
2.618 14,286
1.618 14,095
1.000 13,977
0.618 13,904
HIGH 13,786
0.618 13,713
0.500 13,691
0.382 13,668
LOW 13,595
0.618 13,477
1.000 13,404
1.618 13,286
2.618 13,095
4.250 12,783
Fisher Pivots for day following 30-May-2007
Pivot 1 day 3 day
R1 13,748 13,748
PP 13,719 13,719
S1 13,691 13,691

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

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