mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 13,662 13,777 115 0.8% 13,720
High 13,786 13,814 28 0.2% 13,772
Low 13,595 13,755 160 1.2% 13,573
Close 13,777 13,771 -6 0.0% 13,641
Range 191 59 -132 -69.1% 199
ATR 95 92 -3 -2.7% 0
Volume 554 935 381 68.8% 1,073
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 13,957 13,923 13,804
R3 13,898 13,864 13,787
R2 13,839 13,839 13,782
R1 13,805 13,805 13,777 13,793
PP 13,780 13,780 13,780 13,774
S1 13,746 13,746 13,766 13,734
S2 13,721 13,721 13,760
S3 13,662 13,687 13,755
S4 13,603 13,628 13,739
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 13,814 13,573 241 1.8% 121 0.9% 82% True False 1,291
10 13,814 13,573 241 1.8% 95 0.7% 82% True False 738
20 13,814 13,354 460 3.3% 90 0.7% 91% True False 432
40 13,814 12,650 1,164 8.5% 75 0.5% 96% True False 230
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 30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,065
2.618 13,969
1.618 13,910
1.000 13,873
0.618 13,851
HIGH 13,814
0.618 13,792
0.500 13,785
0.382 13,778
LOW 13,755
0.618 13,719
1.000 13,696
1.618 13,660
2.618 13,601
4.250 13,504
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 13,785 13,749
PP 13,780 13,727
S1 13,776 13,705

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

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