mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 13,521 13,635 114 0.8% 13,499
High 13,637 13,682 45 0.3% 13,617
Low 13,510 13,629 119 0.9% 13,351
Close 13,627 13,665 38 0.3% 13,517
Range 127 53 -74 -58.3% 266
ATR 146 139 -6 -4.4% 0
Volume 180,432 107,816 -72,616 -40.2% 930,006
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 13,818 13,794 13,694
R3 13,765 13,741 13,680
R2 13,712 13,712 13,675
R1 13,688 13,688 13,670 13,700
PP 13,659 13,659 13,659 13,665
S1 13,635 13,635 13,660 13,647
S2 13,606 13,606 13,655
S3 13,553 13,582 13,651
S4 13,500 13,529 13,636
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 13,682 13,351 331 2.4% 136 1.0% 95% True False 165,307
10 13,812 13,351 461 3.4% 162 1.2% 68% False False 172,921
20 13,813 13,315 498 3.6% 162 1.2% 70% False False 145,402
40 13,826 13,315 511 3.7% 129 0.9% 68% False False 72,952
60 13,826 12,650 1,176 8.6% 108 0.8% 86% False False 48,648
80 13,826 12,320 1,506 11.0% 89 0.7% 89% False False 36,488
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 51
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 13,907
2.618 13,821
1.618 13,768
1.000 13,735
0.618 13,715
HIGH 13,682
0.618 13,662
0.500 13,656
0.382 13,649
LOW 13,629
0.618 13,596
1.000 13,576
1.618 13,543
2.618 13,490
4.250 13,404
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 13,662 13,624
PP 13,659 13,583
S1 13,656 13,542

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

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