mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 14,038 13,944 -94 -0.7% 13,973
High 14,077 14,045 -32 -0.2% 14,097
Low 13,871 13,930 59 0.4% 13,871
Close 13,938 14,011 73 0.5% 13,938
Range 206 115 -91 -44.2% 226
ATR 138 137 -2 -1.2% 0
Volume 126,069 196,251 70,182 55.7% 685,752
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,340 14,291 14,074
R3 14,225 14,176 14,043
R2 14,110 14,110 14,032
R1 14,061 14,061 14,022 14,086
PP 13,995 13,995 13,995 14,008
S1 13,946 13,946 14,001 13,971
S2 13,880 13,880 13,990
S3 13,765 13,831 13,980
S4 13,650 13,716 13,948
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,647 14,518 14,062
R3 14,421 14,292 14,000
R2 14,195 14,195 13,980
R1 14,066 14,066 13,959 14,018
PP 13,969 13,969 13,969 13,944
S1 13,840 13,840 13,917 13,792
S2 13,743 13,743 13,897
S3 13,517 13,614 13,876
S4 13,291 13,388 13,814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,097 13,871 226 1.6% 127 0.9% 62% False False 155,470
10 14,097 13,540 557 4.0% 146 1.0% 85% False False 147,880
20 14,097 13,351 746 5.3% 137 1.0% 88% False False 147,314
40 14,097 13,315 782 5.6% 140 1.0% 89% False False 116,099
60 14,097 13,190 907 6.5% 121 0.9% 91% False False 77,444
80 14,097 12,517 1,580 11.3% 103 0.7% 95% False False 58,087
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,534
2.618 14,346
1.618 14,231
1.000 14,160
0.618 14,116
HIGH 14,045
0.618 14,001
0.500 13,988
0.382 13,974
LOW 13,930
0.618 13,859
1.000 13,815
1.618 13,744
2.618 13,629
4.250 13,441
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 14,003 14,001
PP 13,995 13,990
S1 13,988 13,980

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

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