mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 12,634 12,554 -80 -0.6% 12,438
High 12,650 12,619 -31 -0.2% 12,670
Low 12,515 12,487 -28 -0.2% 12,391
Close 12,554 12,604 50 0.4% 12,622
Range 135 132 -3 -2.2% 279
ATR 109 111 2 1.5% 0
Volume 70,939 143,884 72,945 102.8% 541,059
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 12,966 12,917 12,677
R3 12,834 12,785 12,640
R2 12,702 12,702 12,628
R1 12,653 12,653 12,616 12,678
PP 12,570 12,570 12,570 12,582
S1 12,521 12,521 12,592 12,546
S2 12,438 12,438 12,580
S3 12,306 12,389 12,568
S4 12,174 12,257 12,532
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 13,398 13,289 12,776
R3 13,119 13,010 12,699
R2 12,840 12,840 12,673
R1 12,731 12,731 12,648 12,786
PP 12,561 12,561 12,561 12,588
S1 12,452 12,452 12,597 12,507
S2 12,282 12,282 12,571
S3 12,003 12,173 12,545
S4 11,724 11,894 12,469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,670 12,487 183 1.5% 81 0.6% 64% False True 67,182
10 12,670 12,315 355 2.8% 97 0.8% 81% False False 97,475
20 12,670 12,176 494 3.9% 107 0.8% 87% False False 113,362
40 12,908 12,035 873 6.9% 130 1.0% 65% False False 78,259
60 12,908 12,035 873 6.9% 108 0.9% 65% False False 52,187
80 12,908 12,035 873 6.9% 90 0.7% 65% False False 39,141
100 12,908 12,035 873 6.9% 75 0.6% 65% False False 31,322
120 12,908 12,035 873 6.9% 62 0.5% 65% False False 26,101
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,180
2.618 12,965
1.618 12,833
1.000 12,751
0.618 12,701
HIGH 12,619
0.618 12,569
0.500 12,553
0.382 12,538
LOW 12,487
0.618 12,406
1.000 12,355
1.618 12,274
2.618 12,142
4.250 11,926
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 12,587 12,594
PP 12,570 12,583
S1 12,553 12,573

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

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