mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary
Previous Current
29-Jun-2007 02-Jul-2007 Change Change % Previous Week
Open 13,521 13,521 0 0.0% 13,499
High 13,617 13,637 20 0.1% 13,617
Low 13,402 13,510 108 0.8% 13,351
Close 13,517 13,627 110 0.8% 13,517
Range 215 127 -88 -40.9% 266
ATR 147 146 -1 -1.0% 0
Volume 140,516 180,432 39,916 28.4% 930,006
Daily Pivots for day following 02-Jul-2007
Classic Woodie Camarilla DeMark
R4 13,972 13,927 13,697
R3 13,845 13,800 13,662
R2 13,718 13,718 13,650
R1 13,673 13,673 13,639 13,696
PP 13,591 13,591 13,591 13,603
S1 13,546 13,546 13,615 13,569
S2 13,464 13,464 13,604
S3 13,337 13,419 13,592
S4 13,210 13,292 13,557
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 13,637 13,351 286 2.1% 158 1.2% 97% True False 182,739
10 13,812 13,351 461 3.4% 165 1.2% 60% False False 171,144
20 13,813 13,315 498 3.7% 165 1.2% 63% False False 140,046
40 13,826 13,315 511 3.7% 128 0.9% 61% False False 70,259
60 13,826 12,650 1,176 8.6% 107 0.8% 83% False False 46,852
80 13,826 12,320 1,506 11.1% 89 0.7% 87% False False 35,141
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 54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,177
2.618 13,970
1.618 13,843
1.000 13,764
0.618 13,716
HIGH 13,637
0.618 13,589
0.500 13,574
0.382 13,559
LOW 13,510
0.618 13,432
1.000 13,383
1.618 13,305
2.618 13,178
4.250 12,970
Fisher Pivots for day following 02-Jul-2007
Pivot 1 day 3 day
R1 13,609 13,591
PP 13,591 13,555
S1 13,574 13,520

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

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