mini-sized Dow ($5) Future September 2007

Trading Metrics calculated at close of trading on 01-Jun-2007

Day Change Summary
	Previous	Current
	31-May-2007	01-Jun-2007	Change	Change %	Previous Week
Open	13,777	13,779	2	0.0%	13,640
High	13,814	13,826	12	0.1%	13,826
Low	13,755	13,764	9	0.1%	13,595
Close	13,771	13,811	40	0.3%	13,811
Range	59	62	3	5.1%	231
ATR	92	90	-2	-2.3%	0
Volume	935	460	-475	-50.8%	6,366

Daily Pivots for day following 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	13,986	13,961	13,845
R3	13,924	13,899	13,828
R2	13,862	13,862	13,822
R1	13,837	13,837	13,817	13,850
PP	13,800	13,800	13,800	13,807
S1	13,775	13,775	13,805	13,788
S2	13,738	13,738	13,800
S3	13,676	13,713	13,794
S4	13,614	13,651	13,777

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,437	14,355	13,938
R3	14,206	14,124	13,875
R2	13,975	13,975	13,853
R1	13,893	13,893	13,832	13,934
PP	13,744	13,744	13,744	13,765
S1	13,662	13,662	13,790	13,703
S2	13,513	13,513	13,769
S3	13,282	13,431	13,748
S4	13,051	13,200	13,684

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,826	13,595	231	1.7%	93	0.7%	94%	True	False	1,333
10	13,826	13,573	253	1.8%	96	0.7%	94%	True	False	758
20	13,826	13,355	471	3.4%	91	0.7%	97%	True	False	452
40	13,826	12,650	1,176	8.5%	77	0.6%	99%	True	False	242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,090
2.618	13,988
1.618	13,926
1.000	13,888
0.618	13,864
HIGH	13,826
0.618	13,802
0.500	13,795
0.382	13,788
LOW	13,764
0.618	13,726
1.000	13,702
1.618	13,664
2.618	13,602
4.250	13,501

Fisher Pivots for day following 01-Jun-2007
Pivot	1 day	3 day
R1	13,806	13,778
PP	13,800	13,744
S1	13,795	13,711

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