mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 04-Jun-2007
Day Change Summary
Previous Current
01-Jun-2007 04-Jun-2007 Change Change % Previous Week
Open 13,653 13,670 17 0.1% 13,534
High 13,708 13,702 -6 0.0% 13,708
Low 13,638 13,634 -4 0.0% 13,470
Close 13,689 13,678 -11 -0.1% 13,689
Range 70 68 -2 -2.9% 238
ATR 105 103 -3 -2.5% 0
Volume 114,399 111,901 -2,498 -2.2% 517,704
Daily Pivots for day following 04-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,875 13,845 13,716
R3 13,807 13,777 13,697
R2 13,739 13,739 13,691
R1 13,709 13,709 13,684 13,724
PP 13,671 13,671 13,671 13,679
S1 13,641 13,641 13,672 13,656
S2 13,603 13,603 13,666
S3 13,535 13,573 13,659
S4 13,467 13,505 13,641
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,336 14,251 13,820
R3 14,098 14,013 13,755
R2 13,860 13,860 13,733
R1 13,775 13,775 13,711 13,818
PP 13,622 13,622 13,622 13,644
S1 13,537 13,537 13,667 13,580
S2 13,384 13,384 13,645
S3 13,146 13,299 13,624
S4 12,908 13,061 13,558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,708 13,470 238 1.7% 101 0.7% 87% False False 125,921
10 13,708 13,449 259 1.9% 101 0.7% 88% False False 134,027
20 13,708 13,235 473 3.5% 104 0.8% 94% False False 133,805
40 13,708 12,487 1,221 8.9% 102 0.7% 98% False False 122,618
60 13,708 12,035 1,673 12.2% 108 0.8% 98% False False 127,678
80 13,708 12,035 1,673 12.2% 115 0.8% 98% False False 96,989
100 13,708 12,035 1,673 12.2% 104 0.8% 98% False False 77,598
120 13,708 12,035 1,673 12.2% 92 0.7% 98% False False 64,668
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,991
2.618 13,880
1.618 13,812
1.000 13,770
0.618 13,744
HIGH 13,702
0.618 13,676
0.500 13,668
0.382 13,660
LOW 13,634
0.618 13,592
1.000 13,566
1.618 13,524
2.618 13,456
4.250 13,345
Fisher Pivots for day following 04-Jun-2007
Pivot 1 day 3 day
R1 13,675 13,675
PP 13,671 13,672
S1 13,668 13,670

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

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