mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary
Previous Current
15-Jun-2007 18-Jun-2007 Change Change % Previous Week
Open 13,688 13,751 63 0.5% 13,542
High 13,813 13,800 -13 -0.1% 13,813
Low 13,682 13,712 30 0.2% 13,395
Close 13,753 13,730 -23 -0.2% 13,753
Range 131 88 -43 -32.8% 418
ATR 128 126 -3 -2.3% 0
Volume 142,971 112,021 -30,950 -21.6% 805,695
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,011 13,959 13,779
R3 13,923 13,871 13,754
R2 13,835 13,835 13,746
R1 13,783 13,783 13,738 13,765
PP 13,747 13,747 13,747 13,739
S1 13,695 13,695 13,722 13,677
S2 13,659 13,659 13,714
S3 13,571 13,607 13,706
S4 13,483 13,519 13,682
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,908 14,748 13,983
R3 14,490 14,330 13,868
R2 14,072 14,072 13,830
R1 13,912 13,912 13,791 13,992
PP 13,654 13,654 13,654 13,694
S1 13,494 13,494 13,715 13,574
S2 13,236 13,236 13,676
S3 12,818 13,076 13,638
S4 12,400 12,658 13,523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,813 13,395 418 3.0% 146 1.1% 80% False False 150,336
10 13,813 13,315 498 3.6% 166 1.2% 83% False False 108,948
20 13,826 13,315 511 3.7% 130 0.9% 81% False False 54,872
40 13,826 13,070 756 5.5% 104 0.8% 87% False False 27,488
60 13,826 12,411 1,415 10.3% 86 0.6% 93% False False 18,329
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 14,174
2.618 14,031
1.618 13,943
1.000 13,888
0.618 13,855
HIGH 13,800
0.618 13,767
0.500 13,756
0.382 13,746
LOW 13,712
0.618 13,658
1.000 13,624
1.618 13,570
2.618 13,482
4.250 13,338
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 13,756 13,721
PP 13,747 13,713
S1 13,739 13,704

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

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