mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 11-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 11-Jun-2007 Change Change % Previous Week
Open 13,377 13,542 165 1.2% 13,789
High 13,563 13,604 41 0.3% 13,825
Low 13,315 13,503 188 1.4% 13,315
Close 13,545 13,556 11 0.1% 13,545
Range 248 101 -147 -59.3% 510
ATR 120 118 -1 -1.1% 0
Volume 159,595 166,033 6,438 4.0% 172,291
Daily Pivots for day following 11-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,857 13,808 13,612
R3 13,756 13,707 13,584
R2 13,655 13,655 13,575
R1 13,606 13,606 13,565 13,631
PP 13,554 13,554 13,554 13,567
S1 13,505 13,505 13,547 13,530
S2 13,453 13,453 13,538
S3 13,352 13,404 13,528
S4 13,251 13,303 13,501
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 15,092 14,828 13,826
R3 14,582 14,318 13,685
R2 14,072 14,072 13,639
R1 13,808 13,808 13,592 13,685
PP 13,562 13,562 13,562 13,500
S1 13,298 13,298 13,498 13,175
S2 13,052 13,052 13,452
S3 12,542 12,788 13,405
S4 12,032 12,278 13,265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,811 13,315 496 3.7% 186 1.4% 49% False False 67,561
10 13,826 13,315 511 3.8% 141 1.0% 47% False False 34,469
20 13,826 13,315 511 3.8% 117 0.9% 47% False False 17,345
40 13,826 12,782 1,044 7.7% 97 0.7% 74% False False 8,699
60 13,826 12,320 1,506 11.1% 78 0.6% 82% False False 5,802
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,033
2.618 13,869
1.618 13,768
1.000 13,705
0.618 13,667
HIGH 13,604
0.618 13,566
0.500 13,554
0.382 13,542
LOW 13,503
0.618 13,441
1.000 13,402
1.618 13,340
2.618 13,239
4.250 13,074
Fisher Pivots for day following 11-Jun-2007
Pivot 1 day 3 day
R1 13,555 13,530
PP 13,554 13,503
S1 13,554 13,477

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

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