mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 24-May-2007
Day Change Summary
Previous Current
23-May-2007 24-May-2007 Change Change % Previous Week
Open 13,560 13,556 -4 0.0% 13,381
High 13,635 13,653 18 0.1% 13,602
Low 13,531 13,449 -82 -0.6% 13,332
Close 13,558 13,480 -78 -0.6% 13,599
Range 104 204 100 96.2% 270
ATR 101 108 7 7.3% 0
Volume 109,781 139,603 29,822 27.2% 770,928
Daily Pivots for day following 24-May-2007
Classic Woodie Camarilla DeMark
R4 14,139 14,014 13,592
R3 13,935 13,810 13,536
R2 13,731 13,731 13,518
R1 13,606 13,606 13,499 13,567
PP 13,527 13,527 13,527 13,508
S1 13,402 13,402 13,461 13,363
S2 13,323 13,323 13,443
S3 13,119 13,198 13,424
S4 12,915 12,994 13,368
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 13,653 13,449 204 1.5% 109 0.8% 15% True True 120,709
10 13,653 13,235 418 3.1% 115 0.9% 59% True False 140,402
20 13,653 13,078 575 4.3% 103 0.8% 70% True False 127,171
40 13,653 12,315 1,338 9.9% 103 0.8% 87% True False 118,517
60 13,653 12,035 1,618 12.0% 114 0.8% 89% True False 114,889
80 13,653 12,035 1,618 12.0% 111 0.8% 89% True False 86,209
100 13,653 12,035 1,618 12.0% 102 0.8% 89% True False 68,972
120 13,653 12,035 1,618 12.0% 88 0.7% 89% True False 57,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 14,520
2.618 14,187
1.618 13,983
1.000 13,857
0.618 13,779
HIGH 13,653
0.618 13,575
0.500 13,551
0.382 13,527
LOW 13,449
0.618 13,323
1.000 13,245
1.618 13,119
2.618 12,915
4.250 12,582
Fisher Pivots for day following 24-May-2007
Pivot 1 day 3 day
R1 13,551 13,551
PP 13,527 13,527
S1 13,504 13,504

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

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