mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 26-Jun-2007
Day Change Summary
Previous Current
25-Jun-2007 26-Jun-2007 Change Change % Previous Week
Open 13,499 13,482 -17 -0.1% 13,751
High 13,594 13,558 -36 -0.3% 13,812
Low 13,401 13,393 -8 -0.1% 13,471
Close 13,479 13,396 -83 -0.6% 13,506
Range 193 165 -28 -14.5% 341
ATR 141 142 2 1.2% 0
Volume 196,743 194,972 -1,771 -0.9% 713,026
Daily Pivots for day following 26-Jun-2007
Classic Woodie Camarilla DeMark
R4 13,944 13,835 13,487
R3 13,779 13,670 13,442
R2 13,614 13,614 13,426
R1 13,505 13,505 13,411 13,477
PP 13,449 13,449 13,449 13,435
S1 13,340 13,340 13,381 13,312
S2 13,284 13,284 13,366
S3 13,119 13,175 13,351
S4 12,954 13,010 13,305
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,619 14,404 13,694
R3 14,278 14,063 13,600
R2 13,937 13,937 13,569
R1 13,722 13,722 13,537 13,659
PP 13,596 13,596 13,596 13,565
S1 13,381 13,381 13,475 13,318
S2 13,255 13,255 13,444
S3 12,914 13,040 13,412
S4 12,573 12,699 13,319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,812 13,393 419 3.1% 189 1.4% 1% False True 180,535
10 13,813 13,393 420 3.1% 157 1.2% 1% False True 161,139
20 13,826 13,315 511 3.8% 153 1.1% 16% False False 104,233
40 13,826 13,190 636 4.7% 120 0.9% 32% False False 52,297
60 13,826 12,650 1,176 8.8% 98 0.7% 63% False False 34,873
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 41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,259
2.618 13,990
1.618 13,825
1.000 13,723
0.618 13,660
HIGH 13,558
0.618 13,495
0.500 13,476
0.382 13,456
LOW 13,393
0.618 13,291
1.000 13,228
1.618 13,126
2.618 12,961
4.250 12,692
Fisher Pivots for day following 26-Jun-2007
Pivot 1 day 3 day
R1 13,476 13,529
PP 13,449 13,484
S1 13,423 13,440

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

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