mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 13,402 13,600 198 1.5% 13,789
High 13,615 13,707 92 0.7% 13,825
Low 13,395 13,595 200 1.5% 13,315
Close 13,605 13,688 83 0.6% 13,545
Range 220 112 -108 -49.1% 510
ATR 130 128 -1 -1.0% 0
Volume 198,077 165,606 -32,471 -16.4% 172,291
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,999 13,956 13,750
R3 13,887 13,844 13,719
R2 13,775 13,775 13,709
R1 13,732 13,732 13,698 13,754
PP 13,663 13,663 13,663 13,674
S1 13,620 13,620 13,678 13,642
S2 13,551 13,551 13,668
S3 13,439 13,508 13,657
S4 13,327 13,396 13,627
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 13,707 13,315 392 2.9% 172 1.3% 95% True False 164,463
10 13,826 13,315 511 3.7% 157 1.1% 73% False False 83,547
20 13,826 13,315 511 3.7% 126 0.9% 73% False False 42,143
40 13,826 12,870 956 7.0% 105 0.8% 86% False False 21,115
60 13,826 12,411 1,415 10.3% 83 0.6% 90% False False 14,080
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,183
2.618 14,000
1.618 13,888
1.000 13,819
0.618 13,776
HIGH 13,707
0.618 13,664
0.500 13,651
0.382 13,638
LOW 13,595
0.618 13,526
1.000 13,483
1.618 13,414
2.618 13,302
4.250 13,119
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 13,676 13,642
PP 13,663 13,597
S1 13,651 13,551

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

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