mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 12,640 12,710 70 0.6% 12,720
High 12,699 12,765 66 0.5% 12,780
Low 12,640 12,697 57 0.5% 12,666
Close 12,693 12,762 69 0.5% 12,712
Range 59 68 9 15.3% 114
ATR 61 61 1 1.3% 0
Volume 15 68 53 353.3% 55
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 12,945 12,922 12,800
R3 12,877 12,854 12,781
R2 12,809 12,809 12,775
R1 12,786 12,786 12,768 12,798
PP 12,741 12,741 12,741 12,747
S1 12,718 12,718 12,756 12,730
S2 12,673 12,673 12,750
S3 12,605 12,650 12,743
S4 12,537 12,582 12,725
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% 81 0.6% 90% False False 45
10 12,780 12,542 238 1.9% 61 0.5% 92% False False 26
20 12,780 12,522 258 2.0% 50 0.4% 93% False False 15
40 12,780 12,307 473 3.7% 34 0.3% 96% False False 30
60 12,780 12,178 602 4.7% 23 0.2% 97% False False 20
80 12,780 11,905 875 6.9% 17 0.1% 98% False False 15
100 12,780 11,573 1,207 9.5% 14 0.1% 99% False False 12
120 12,780 11,338 1,442 11.3% 11 0.1% 99% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,054
2.618 12,943
1.618 12,875
1.000 12,833
0.618 12,807
HIGH 12,765
0.618 12,739
0.500 12,731
0.382 12,723
LOW 12,697
0.618 12,655
1.000 12,629
1.618 12,587
2.618 12,519
4.250 12,408
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 12,752 12,736
PP 12,741 12,710
S1 12,731 12,684

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

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