mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 13,403 13,520 117 0.9% 13,751
High 13,532 13,593 61 0.5% 13,812
Low 13,351 13,492 141 1.1% 13,471
Close 13,520 13,517 -3 0.0% 13,506
Range 181 101 -80 -44.2% 341
ATR 145 142 -3 -2.2% 0
Volume 218,338 179,437 -38,901 -17.8% 713,026
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,837 13,778 13,573
R3 13,736 13,677 13,545
R2 13,635 13,635 13,536
R1 13,576 13,576 13,526 13,555
PP 13,534 13,534 13,534 13,524
S1 13,475 13,475 13,508 13,454
S2 13,433 13,433 13,499
S3 13,332 13,374 13,489
S4 13,231 13,273 13,462
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,619 14,404 13,694
R3 14,278 14,063 13,600
R2 13,937 13,937 13,569
R1 13,722 13,722 13,537 13,659
PP 13,596 13,596 13,596 13,565
S1 13,381 13,381 13,475 13,318
S2 13,255 13,255 13,444
S3 12,914 13,040 13,412
S4 12,573 12,699 13,319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,664 13,351 313 2.3% 167 1.2% 53% False False 201,062
10 13,813 13,351 462 3.4% 152 1.1% 36% False False 164,548
20 13,826 13,315 511 3.8% 154 1.1% 40% False False 124,048
40 13,826 13,315 511 3.8% 122 0.9% 40% False False 62,240
60 13,826 12,650 1,176 8.7% 102 0.8% 74% False False 41,503
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 47
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 14,022
2.618 13,858
1.618 13,757
1.000 13,694
0.618 13,656
HIGH 13,593
0.618 13,555
0.500 13,543
0.382 13,531
LOW 13,492
0.618 13,430
1.000 13,391
1.618 13,329
2.618 13,228
4.250 13,063
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 13,543 13,502
PP 13,534 13,487
S1 13,526 13,472

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

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