mini-sized Dow ($5) Future September 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 13,798 13,738 -60 -0.4% 13,640
High 13,811 13,752 -59 -0.4% 13,826
Low 13,687 13,569 -118 -0.9% 13,595
Close 13,738 13,583 -155 -1.1% 13,811
Range 124 183 59 47.6% 231
ATR 91 97 7 7.3% 0
Volume 706 2,366 1,660 235.1% 6,366
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,184 14,066 13,684
R3 14,001 13,883 13,633
R2 13,818 13,818 13,617
R1 13,700 13,700 13,600 13,668
PP 13,635 13,635 13,635 13,618
S1 13,517 13,517 13,566 13,485
S2 13,452 13,452 13,550
S3 13,269 13,334 13,533
S4 13,086 13,151 13,482
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,437 14,355 13,938
R3 14,206 14,124 13,875
R2 13,975 13,975 13,853
R1 13,893 13,893 13,832 13,934
PP 13,744 13,744 13,744 13,765
S1 13,662 13,662 13,790 13,703
S2 13,513 13,513 13,769
S3 13,282 13,431 13,748
S4 13,051 13,200 13,684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,826 13,569 257 1.9% 99 0.7% 5% False True 997
10 13,826 13,569 257 1.9% 114 0.8% 5% False True 1,064
20 13,826 13,355 471 3.5% 101 0.7% 48% False False 619
40 13,826 12,650 1,176 8.7% 86 0.6% 79% False False 331
60 13,826 12,320 1,506 11.1% 68 0.5% 84% False False 223
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 33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,530
2.618 14,231
1.618 14,048
1.000 13,935
0.618 13,865
HIGH 13,752
0.618 13,682
0.500 13,661
0.382 13,639
LOW 13,569
0.618 13,456
1.000 13,386
1.618 13,273
2.618 13,090
4.250 12,791
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 13,661 13,697
PP 13,635 13,659
S1 13,609 13,621

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

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