mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary
Previous Current
20-Jun-2007 21-Jun-2007 Change Change % Previous Week
Open 13,749 13,612 -137 -1.0% 13,542
High 13,812 13,678 -134 -1.0% 13,813
Low 13,592 13,507 -85 -0.6% 13,395
Close 13,608 13,660 52 0.4% 13,753
Range 220 171 -49 -22.3% 418
ATR 129 132 3 2.3% 0
Volume 111,650 183,492 71,842 64.3% 805,695
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,128 14,065 13,754
R3 13,957 13,894 13,707
R2 13,786 13,786 13,691
R1 13,723 13,723 13,676 13,755
PP 13,615 13,615 13,615 13,631
S1 13,552 13,552 13,644 13,584
S2 13,444 13,444 13,629
S3 13,273 13,381 13,613
S4 13,102 13,210 13,566
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 13,507 306 2.2% 138 1.0% 50% False True 128,035
10 13,813 13,315 498 3.6% 155 1.1% 69% False False 146,249
20 13,826 13,315 511 3.7% 143 1.0% 68% False False 74,105
40 13,826 13,190 636 4.7% 110 0.8% 74% False False 37,114
60 13,826 12,411 1,415 10.4% 91 0.7% 88% False False 24,749
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 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,405
2.618 14,126
1.618 13,955
1.000 13,849
0.618 13,784
HIGH 13,678
0.618 13,613
0.500 13,593
0.382 13,572
LOW 13,507
0.618 13,401
1.000 13,336
1.618 13,230
2.618 13,059
4.250 12,780
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 13,638 13,660
PP 13,615 13,660
S1 13,593 13,660

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

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