mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 13,779 13,789 10 0.1% 13,640
High 13,826 13,825 -1 0.0% 13,826
Low 13,764 13,760 -4 0.0% 13,595
Close 13,811 13,801 -10 -0.1% 13,811
Range 62 65 3 4.8% 231
ATR 90 88 -2 -2.0% 0
Volume 460 518 58 12.6% 6,366
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,990 13,961 13,837
R3 13,925 13,896 13,819
R2 13,860 13,860 13,813
R1 13,831 13,831 13,807 13,846
PP 13,795 13,795 13,795 13,803
S1 13,766 13,766 13,795 13,781
S2 13,730 13,730 13,789
S3 13,665 13,701 13,783
S4 13,600 13,636 13,765
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% 96 0.7% 89% False False 1,376
10 13,826 13,573 253 1.8% 94 0.7% 90% False False 795
20 13,826 13,355 471 3.4% 91 0.7% 95% False False 473
40 13,826 12,650 1,176 8.5% 78 0.6% 98% False False 254
60 13,826 12,320 1,506 10.9% 63 0.5% 98% False False 172
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,101
2.618 13,995
1.618 13,930
1.000 13,890
0.618 13,865
HIGH 13,825
0.618 13,800
0.500 13,793
0.382 13,785
LOW 13,760
0.618 13,720
1.000 13,695
1.618 13,655
2.618 13,590
4.250 13,484
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 13,798 13,798
PP 13,795 13,794
S1 13,793 13,791

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

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