mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
03-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 13,635 13,674 39 0.3% 13,499
High 13,682 13,698 16 0.1% 13,617
Low 13,629 13,600 -29 -0.2% 13,351
Close 13,665 13,650 -15 -0.1% 13,517
Range 53 98 45 84.9% 266
ATR 139 136 -3 -2.1% 0
Volume 107,816 52,140 -55,676 -51.6% 930,006
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 13,943 13,895 13,704
R3 13,845 13,797 13,677
R2 13,747 13,747 13,668
R1 13,699 13,699 13,659 13,674
PP 13,649 13,649 13,649 13,637
S1 13,601 13,601 13,641 13,576
S2 13,551 13,551 13,632
S3 13,453 13,503 13,623
S4 13,355 13,405 13,596
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 13,698 13,402 296 2.2% 119 0.9% 84% True False 132,068
10 13,698 13,351 347 2.5% 150 1.1% 86% True False 166,970
20 13,813 13,315 498 3.6% 157 1.2% 67% False False 147,890
40 13,826 13,315 511 3.7% 129 0.9% 66% False False 74,255
60 13,826 12,650 1,176 8.6% 110 0.8% 85% False False 49,517
80 13,826 12,320 1,506 11.0% 90 0.7% 88% False False 37,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,115
2.618 13,955
1.618 13,857
1.000 13,796
0.618 13,759
HIGH 13,698
0.618 13,661
0.500 13,649
0.382 13,638
LOW 13,600
0.618 13,540
1.000 13,502
1.618 13,442
2.618 13,344
4.250 13,184
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 13,650 13,635
PP 13,649 13,619
S1 13,649 13,604

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

View Archives - Comment on this page... - Back to Index of Symbols