mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 13,672 13,617 -55 -0.4% 13,534
High 13,689 13,630 -59 -0.4% 13,708
Low 13,561 13,444 -117 -0.9% 13,470
Close 13,615 13,461 -154 -1.1% 13,689
Range 128 186 58 45.3% 238
ATR 105 110 6 5.6% 0
Volume 89,027 154,949 65,922 74.0% 517,704
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,070 13,951 13,563
R3 13,884 13,765 13,512
R2 13,698 13,698 13,495
R1 13,579 13,579 13,478 13,546
PP 13,512 13,512 13,512 13,495
S1 13,393 13,393 13,444 13,360
S2 13,326 13,326 13,427
S3 13,140 13,207 13,410
S4 12,954 13,021 13,359
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 13,444 264 2.0% 103 0.8% 6% False True 128,627
10 13,708 13,444 264 2.0% 119 0.9% 6% False True 135,595
20 13,708 13,235 473 3.5% 113 0.8% 48% False False 136,511
40 13,708 12,487 1,221 9.1% 107 0.8% 80% False False 127,183
60 13,708 12,035 1,673 12.4% 108 0.8% 85% False False 127,542
80 13,708 12,035 1,673 12.4% 117 0.9% 85% False False 100,038
100 13,708 12,035 1,673 12.4% 106 0.8% 85% False False 80,037
120 13,708 12,035 1,673 12.4% 94 0.7% 85% False False 66,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,421
2.618 14,117
1.618 13,931
1.000 13,816
0.618 13,745
HIGH 13,630
0.618 13,559
0.500 13,537
0.382 13,515
LOW 13,444
0.618 13,329
1.000 13,258
1.618 13,143
2.618 12,957
4.250 12,654
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 13,537 13,573
PP 13,512 13,536
S1 13,486 13,498

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

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