mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
11-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 13,542 13,549 7 0.1% 13,789
High 13,604 13,573 -31 -0.2% 13,825
Low 13,503 13,395 -108 -0.8% 13,315
Close 13,556 13,421 -135 -1.0% 13,545
Range 101 178 77 76.2% 510
ATR 118 123 4 3.6% 0
Volume 166,033 133,008 -33,025 -19.9% 172,291
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,997 13,887 13,519
R3 13,819 13,709 13,470
R2 13,641 13,641 13,454
R1 13,531 13,531 13,437 13,497
PP 13,463 13,463 13,463 13,446
S1 13,353 13,353 13,405 13,319
S2 13,285 13,285 13,388
S3 13,107 13,175 13,372
S4 12,929 12,997 13,323
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 13,752 13,315 437 3.3% 197 1.5% 24% False False 94,021
10 13,826 13,315 511 3.8% 148 1.1% 21% False False 47,328
20 13,826 13,315 511 3.8% 122 0.9% 21% False False 23,990
40 13,826 12,870 956 7.1% 100 0.7% 58% False False 12,024
60 13,826 12,411 1,415 10.5% 80 0.6% 71% False False 8,019
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 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,330
2.618 14,039
1.618 13,861
1.000 13,751
0.618 13,683
HIGH 13,573
0.618 13,505
0.500 13,484
0.382 13,463
LOW 13,395
0.618 13,285
1.000 13,217
1.618 13,107
2.618 12,929
4.250 12,639
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 13,484 13,460
PP 13,463 13,447
S1 13,442 13,434

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

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