mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 13,751 13,724 -27 -0.2% 13,542
High 13,800 13,772 -28 -0.2% 13,813
Low 13,712 13,693 -19 -0.1% 13,395
Close 13,730 13,755 25 0.2% 13,753
Range 88 79 -9 -10.2% 418
ATR 126 122 -3 -2.6% 0
Volume 112,021 90,041 -21,980 -19.6% 805,695
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,977 13,945 13,799
R3 13,898 13,866 13,777
R2 13,819 13,819 13,770
R1 13,787 13,787 13,762 13,803
PP 13,740 13,740 13,740 13,748
S1 13,708 13,708 13,748 13,724
S2 13,661 13,661 13,741
S3 13,582 13,629 13,733
S4 13,503 13,550 13,712
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% 126 0.9% 86% False False 141,743
10 13,813 13,315 498 3.6% 161 1.2% 88% False False 117,882
20 13,826 13,315 511 3.7% 131 1.0% 86% False False 59,365
40 13,826 13,070 756 5.5% 105 0.8% 91% False False 29,737
60 13,826 12,411 1,415 10.3% 86 0.6% 95% False False 19,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 28
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 14,108
2.618 13,979
1.618 13,900
1.000 13,851
0.618 13,821
HIGH 13,772
0.618 13,742
0.500 13,733
0.382 13,723
LOW 13,693
0.618 13,644
1.000 13,614
1.618 13,565
2.618 13,486
4.250 13,357
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 13,748 13,753
PP 13,740 13,750
S1 13,733 13,748

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

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