mini-sized Dow ($5) Future June 2007


Trading Metrics calculated at close of trading on 11-Jun-2007
Day Change Summary
Previous Current
08-Jun-2007 11-Jun-2007 Change Change % Previous Week
Open 13,262 13,424 162 1.2% 13,670
High 13,440 13,484 44 0.3% 13,702
Low 13,205 13,382 177 1.3% 13,205
Close 13,424 13,435 11 0.1% 13,424
Range 235 102 -133 -56.6% 497
ATR 130 128 -2 -1.5% 0
Volume 114,378 58,507 -55,871 -48.8% 632,496
Daily Pivots for day following 11-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,740 13,689 13,491
R3 13,638 13,587 13,463
R2 13,536 13,536 13,454
R1 13,485 13,485 13,444 13,511
PP 13,434 13,434 13,434 13,446
S1 13,383 13,383 13,426 13,409
S2 13,332 13,332 13,416
S3 13,230 13,281 13,407
S4 13,128 13,179 13,379
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,935 14,676 13,697
R3 14,438 14,179 13,561
R2 13,941 13,941 13,515
R1 13,682 13,682 13,470 13,563
PP 13,444 13,444 13,444 13,384
S1 13,185 13,185 13,379 13,066
S2 12,947 12,947 13,333
S3 12,450 12,688 13,287
S4 11,953 12,191 13,151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,689 13,205 484 3.6% 184 1.4% 48% False False 115,820
10 13,708 13,205 503 3.7% 142 1.1% 46% False False 120,870
20 13,708 13,205 503 3.7% 125 0.9% 46% False False 134,515
40 13,708 12,676 1,032 7.7% 113 0.8% 74% False False 127,066
60 13,708 12,190 1,518 11.3% 111 0.8% 82% False False 122,020
80 13,708 12,035 1,673 12.5% 122 0.9% 84% False False 104,225
100 13,708 12,035 1,673 12.5% 110 0.8% 84% False False 83,388
120 13,708 12,035 1,673 12.5% 99 0.7% 84% False False 69,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,918
2.618 13,751
1.618 13,649
1.000 13,586
0.618 13,547
HIGH 13,484
0.618 13,445
0.500 13,433
0.382 13,421
LOW 13,382
0.618 13,319
1.000 13,280
1.618 13,217
2.618 13,115
4.250 12,949
Fisher Pivots for day following 11-Jun-2007
Pivot 1 day 3 day
R1 13,434 13,410
PP 13,434 13,385
S1 13,433 13,361

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

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