mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 13,506 13,596 90 0.7% 13,381
High 13,602 13,622 20 0.1% 13,602
Low 13,495 13,555 60 0.4% 13,332
Close 13,599 13,571 -28 -0.2% 13,599
Range 107 67 -40 -37.4% 270
ATR 106 103 -3 -2.6% 0
Volume 125,865 117,406 -8,459 -6.7% 770,928
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 13,784 13,744 13,608
R3 13,717 13,677 13,590
R2 13,650 13,650 13,583
R1 13,610 13,610 13,577 13,597
PP 13,583 13,583 13,583 13,576
S1 13,543 13,543 13,565 13,530
S2 13,516 13,516 13,559
S3 13,449 13,476 13,553
S4 13,382 13,409 13,534
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 14,321 14,230 13,748
R3 14,051 13,960 13,673
R2 13,781 13,781 13,649
R1 13,690 13,690 13,624 13,736
PP 13,511 13,511 13,511 13,534
S1 13,420 13,420 13,574 13,466
S2 13,241 13,241 13,550
S3 12,971 13,150 13,525
S4 12,701 12,880 13,451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,622 13,347 275 2.0% 109 0.8% 81% True False 152,899
10 13,622 13,235 387 2.9% 109 0.8% 87% True False 133,255
20 13,622 12,948 674 5.0% 100 0.7% 92% True False 128,089
40 13,622 12,315 1,307 9.6% 102 0.8% 96% True False 119,897
60 13,622 12,035 1,587 11.7% 124 0.9% 97% True False 108,925
80 13,622 12,035 1,587 11.7% 108 0.8% 97% True False 81,707
100 13,622 12,035 1,587 11.7% 99 0.7% 97% True False 65,370
120 13,622 12,035 1,587 11.7% 85 0.6% 97% True False 54,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 25
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 13,907
2.618 13,798
1.618 13,731
1.000 13,689
0.618 13,664
HIGH 13,622
0.618 13,597
0.500 13,589
0.382 13,581
LOW 13,555
0.618 13,514
1.000 13,488
1.618 13,447
2.618 13,380
4.250 13,270
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 13,589 13,565
PP 13,583 13,560
S1 13,577 13,554

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

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