mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 04-Apr-2007
Day Change Summary
Previous Current
03-Apr-2007 04-Apr-2007 Change Change % Previous Week
Open 12,452 12,577 125 1.0% 12,561
High 12,627 12,610 -17 -0.1% 12,578
Low 12,447 12,555 108 0.9% 12,315
Close 12,580 12,595 15 0.1% 12,440
Range 180 55 -125 -69.4% 263
ATR 132 126 -5 -4.2% 0
Volume 116,572 122,496 5,924 5.1% 668,121
Daily Pivots for day following 04-Apr-2007
Classic Woodie Camarilla DeMark
R4 12,752 12,728 12,625
R3 12,697 12,673 12,610
R2 12,642 12,642 12,605
R1 12,618 12,618 12,600 12,630
PP 12,587 12,587 12,587 12,593
S1 12,563 12,563 12,590 12,575
S2 12,532 12,532 12,585
S3 12,477 12,508 12,580
S4 12,422 12,453 12,565
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,233 13,100 12,585
R3 12,970 12,837 12,512
R2 12,707 12,707 12,488
R1 12,574 12,574 12,464 12,509
PP 12,444 12,444 12,444 12,412
S1 12,311 12,311 12,416 12,246
S2 12,181 12,181 12,392
S3 11,918 12,048 12,368
S4 11,655 11,785 12,295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,627 12,315 312 2.5% 122 1.0% 90% False False 145,261
10 12,627 12,315 312 2.5% 110 0.9% 90% False False 136,442
20 12,627 12,035 592 4.7% 127 1.0% 95% False False 135,451
40 12,908 12,035 873 6.9% 129 1.0% 64% False False 67,920
60 12,908 12,035 873 6.9% 105 0.8% 64% False False 45,290
80 12,908 12,035 873 6.9% 87 0.7% 64% False False 33,979
100 12,908 12,035 873 6.9% 70 0.6% 64% False False 27,183
120 12,908 12,035 873 6.9% 58 0.5% 64% False False 22,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 12,844
2.618 12,754
1.618 12,699
1.000 12,665
0.618 12,644
HIGH 12,610
0.618 12,589
0.500 12,583
0.382 12,576
LOW 12,555
0.618 12,521
1.000 12,500
1.618 12,466
2.618 12,411
4.250 12,321
Fisher Pivots for day following 04-Apr-2007
Pivot 1 day 3 day
R1 12,591 12,566
PP 12,587 12,538
S1 12,583 12,509

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

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