mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 13,600 13,688 88 0.6% 13,542
High 13,707 13,813 106 0.8% 13,813
Low 13,595 13,682 87 0.6% 13,395
Close 13,688 13,753 65 0.5% 13,753
Range 112 131 19 17.0% 418
ATR 128 128 0 0.2% 0
Volume 165,606 142,971 -22,635 -13.7% 805,695
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,142 14,079 13,825
R3 14,011 13,948 13,789
R2 13,880 13,880 13,777
R1 13,817 13,817 13,765 13,849
PP 13,749 13,749 13,749 13,765
S1 13,686 13,686 13,741 13,718
S2 13,618 13,618 13,729
S3 13,487 13,555 13,717
S4 13,356 13,424 13,681
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,908 14,748 13,983
R3 14,490 14,330 13,868
R2 14,072 14,072 13,830
R1 13,912 13,912 13,791 13,992
PP 13,654 13,654 13,654 13,694
S1 13,494 13,494 13,715 13,574
S2 13,236 13,236 13,676
S3 12,818 13,076 13,638
S4 12,400 12,658 13,523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,813 13,395 418 3.0% 149 1.1% 86% True False 161,139
10 13,825 13,315 510 3.7% 164 1.2% 86% False False 97,798
20 13,826 13,315 511 3.7% 130 0.9% 86% False False 49,278
40 13,826 12,978 848 6.2% 105 0.8% 91% False False 24,688
60 13,826 12,411 1,415 10.3% 85 0.6% 95% False False 16,462
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,370
2.618 14,156
1.618 14,025
1.000 13,944
0.618 13,894
HIGH 13,813
0.618 13,763
0.500 13,748
0.382 13,732
LOW 13,682
0.618 13,601
1.000 13,551
1.618 13,470
2.618 13,339
4.250 13,125
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 13,751 13,703
PP 13,749 13,654
S1 13,748 13,604

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

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