mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 13,925 13,973 48 0.3% 13,708
High 14,012 14,066 54 0.4% 14,012
Low 13,907 13,949 42 0.3% 13,540
Close 13,973 14,029 56 0.4% 13,973
Range 105 117 12 11.4% 472
ATR 140 139 -2 -1.2% 0
Volume 157,637 104,652 -52,985 -33.6% 699,145
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,366 14,314 14,093
R3 14,249 14,197 14,061
R2 14,132 14,132 14,051
R1 14,080 14,080 14,040 14,106
PP 14,015 14,015 14,015 14,028
S1 13,963 13,963 14,018 13,989
S2 13,898 13,898 14,008
S3 13,781 13,846 13,997
S4 13,664 13,729 13,965
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 15,258 15,087 14,233
R3 14,786 14,615 14,103
R2 14,314 14,314 14,060
R1 14,143 14,143 14,016 14,229
PP 13,842 13,842 13,842 13,884
S1 13,671 13,671 13,930 13,757
S2 13,370 13,370 13,887
S3 12,898 13,199 13,843
S4 12,426 12,727 13,714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,066 13,540 526 3.7% 165 1.2% 93% True False 140,290
10 14,066 13,510 556 4.0% 126 0.9% 93% True False 123,892
20 14,066 13,351 715 5.1% 143 1.0% 95% True False 144,098
40 14,066 13,315 751 5.4% 136 1.0% 95% True False 96,688
60 14,066 12,978 1,088 7.8% 118 0.8% 97% True False 64,491
80 14,066 12,411 1,655 11.8% 99 0.7% 98% True False 48,371
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,563
2.618 14,372
1.618 14,255
1.000 14,183
0.618 14,138
HIGH 14,066
0.618 14,021
0.500 14,008
0.382 13,994
LOW 13,949
0.618 13,877
1.000 13,832
1.618 13,760
2.618 13,643
4.250 13,452
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 14,022 13,976
PP 14,015 13,922
S1 14,008 13,869

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

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