mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 13,520 13,521 1 0.0% 13,499
High 13,593 13,617 24 0.2% 13,617
Low 13,492 13,402 -90 -0.7% 13,351
Close 13,517 13,517 0 0.0% 13,517
Range 101 215 114 112.9% 266
ATR 142 147 5 3.7% 0
Volume 179,437 140,516 -38,921 -21.7% 930,006
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,157 14,052 13,635
R3 13,942 13,837 13,576
R2 13,727 13,727 13,557
R1 13,622 13,622 13,537 13,567
PP 13,512 13,512 13,512 13,485
S1 13,407 13,407 13,497 13,352
S2 13,297 13,297 13,478
S3 13,082 13,192 13,458
S4 12,867 12,977 13,399
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,293 14,171 13,663
R3 14,027 13,905 13,590
R2 13,761 13,761 13,566
R1 13,639 13,639 13,542 13,700
PP 13,495 13,495 13,495 13,526
S1 13,373 13,373 13,493 13,434
S2 13,229 13,229 13,468
S3 12,963 13,107 13,444
S4 12,697 12,841 13,371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,617 13,351 266 2.0% 171 1.3% 62% True False 186,001
10 13,812 13,351 461 3.4% 161 1.2% 36% False False 164,303
20 13,825 13,315 510 3.8% 162 1.2% 40% False False 131,050
40 13,826 13,315 511 3.8% 126 0.9% 40% False False 65,751
60 13,826 12,650 1,176 8.7% 105 0.8% 74% False False 43,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 14,531
2.618 14,180
1.618 13,965
1.000 13,832
0.618 13,750
HIGH 13,617
0.618 13,535
0.500 13,510
0.382 13,484
LOW 13,402
0.618 13,269
1.000 13,187
1.618 13,054
2.618 12,839
4.250 12,488
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 13,515 13,506
PP 13,512 13,495
S1 13,510 13,484

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

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