mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 23-Jan-2007
Day Change Summary
Previous Current
22-Jan-2007 23-Jan-2007 Change Change % Previous Week
Open 12,682 12,640 -42 -0.3% 12,720
High 12,713 12,699 -14 -0.1% 12,780
Low 12,603 12,640 37 0.3% 12,666
Close 12,635 12,693 58 0.5% 12,712
Range 110 59 -51 -46.4% 114
ATR 60 61 0 0.4% 0
Volume 102 15 -87 -85.3% 55
Daily Pivots for day following 23-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,854 12,833 12,726
R3 12,795 12,774 12,709
R2 12,736 12,736 12,704
R1 12,715 12,715 12,699 12,726
PP 12,677 12,677 12,677 12,683
S1 12,656 12,656 12,688 12,667
S2 12,618 12,618 12,682
S3 12,559 12,597 12,677
S4 12,500 12,538 12,661
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 13,061 13,001 12,775
R3 12,947 12,887 12,743
R2 12,833 12,833 12,733
R1 12,773 12,773 12,723 12,746
PP 12,719 12,719 12,719 12,706
S1 12,659 12,659 12,702 12,632
S2 12,605 12,605 12,691
S3 12,491 12,545 12,681
S4 12,377 12,431 12,649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,780 12,603 177 1.4% 74 0.6% 51% False False 33
10 12,780 12,539 241 1.9% 63 0.5% 64% False False 20
20 12,780 12,522 258 2.0% 48 0.4% 66% False False 12
40 12,780 12,307 473 3.7% 33 0.3% 82% False False 28
60 12,780 12,178 602 4.7% 22 0.2% 86% False False 19
80 12,780 11,905 875 6.9% 16 0.1% 90% False False 14
100 12,780 11,573 1,207 9.5% 13 0.1% 93% False False 11
120 12,780 11,338 1,442 11.4% 11 0.1% 94% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,950
2.618 12,854
1.618 12,795
1.000 12,758
0.618 12,736
HIGH 12,699
0.618 12,677
0.500 12,670
0.382 12,663
LOW 12,640
0.618 12,604
1.000 12,581
1.618 12,545
2.618 12,486
4.250 12,389
Fisher Pivots for day following 23-Jan-2007
Pivot 1 day 3 day
R1 12,685 12,686
PP 12,677 12,679
S1 12,670 12,672

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

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