mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 13,549 13,402 -147 -1.1% 13,789
High 13,573 13,615 42 0.3% 13,825
Low 13,395 13,395 0 0.0% 13,315
Close 13,421 13,605 184 1.4% 13,545
Range 178 220 42 23.6% 510
ATR 123 130 7 5.7% 0
Volume 133,008 198,077 65,069 48.9% 172,291
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,198 14,122 13,726
R3 13,978 13,902 13,666
R2 13,758 13,758 13,645
R1 13,682 13,682 13,625 13,720
PP 13,538 13,538 13,538 13,558
S1 13,462 13,462 13,585 13,500
S2 13,318 13,318 13,565
S3 13,098 13,242 13,545
S4 12,878 13,022 13,484
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 13,638 13,315 323 2.4% 204 1.5% 90% False False 133,163
10 13,826 13,315 511 3.8% 151 1.1% 57% False False 67,080
20 13,826 13,315 511 3.8% 126 0.9% 57% False False 33,887
40 13,826 12,870 956 7.0% 104 0.8% 77% False False 16,975
60 13,826 12,411 1,415 10.4% 83 0.6% 84% False False 11,320
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 28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,550
2.618 14,191
1.618 13,971
1.000 13,835
0.618 13,751
HIGH 13,615
0.618 13,531
0.500 13,505
0.382 13,479
LOW 13,395
0.618 13,259
1.000 13,175
1.618 13,039
2.618 12,819
4.250 12,460
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 13,572 13,572
PP 13,538 13,538
S1 13,505 13,505

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

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