mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 27-Jun-2007
Day Change Summary
Previous Current
26-Jun-2007 27-Jun-2007 Change Change % Previous Week
Open 13,482 13,403 -79 -0.6% 13,751
High 13,558 13,532 -26 -0.2% 13,812
Low 13,393 13,351 -42 -0.3% 13,471
Close 13,396 13,520 124 0.9% 13,506
Range 165 181 16 9.7% 341
ATR 142 145 3 1.9% 0
Volume 194,972 218,338 23,366 12.0% 713,026
Daily Pivots for day following 27-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,011 13,946 13,620
R3 13,830 13,765 13,570
R2 13,649 13,649 13,553
R1 13,584 13,584 13,537 13,617
PP 13,468 13,468 13,468 13,484
S1 13,403 13,403 13,504 13,436
S2 13,287 13,287 13,487
S3 13,106 13,222 13,470
S4 12,925 13,041 13,421
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 13,678 13,351 327 2.4% 181 1.3% 52% False True 201,873
10 13,813 13,351 462 3.4% 153 1.1% 37% False True 163,165
20 13,826 13,315 511 3.8% 152 1.1% 40% False False 115,123
40 13,826 13,300 526 3.9% 122 0.9% 42% False False 57,755
60 13,826 12,650 1,176 8.7% 100 0.7% 74% False False 38,512
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 45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,301
2.618 14,006
1.618 13,825
1.000 13,713
0.618 13,644
HIGH 13,532
0.618 13,463
0.500 13,442
0.382 13,420
LOW 13,351
0.618 13,239
1.000 13,170
1.618 13,058
2.618 12,877
4.250 12,582
Fisher Pivots for day following 27-Jun-2007
Pivot 1 day 3 day
R1 13,494 13,504
PP 13,468 13,488
S1 13,442 13,473

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

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