mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 13,448 13,402 -46 -0.3% 13,149
High 13,459 13,751 292 2.2% 13,482
Low 13,371 13,375 4 0.0% 13,035
Close 13,407 13,739 332 2.5% 13,454
Range 88 376 288 327.3% 447
ATR 192 205 13 6.9% 0
Volume 35,416 42,029 6,613 18.7% 769,223
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,750 14,620 13,946
R3 14,374 14,244 13,843
R2 13,998 13,998 13,808
R1 13,868 13,868 13,774 13,933
PP 13,622 13,622 13,622 13,654
S1 13,492 13,492 13,705 13,557
S2 13,246 13,246 13,670
S3 12,870 13,116 13,636
S4 12,494 12,740 13,532
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,665 14,506 13,700
R3 14,218 14,059 13,577
R2 13,771 13,771 13,536
R1 13,612 13,612 13,495 13,692
PP 13,324 13,324 13,324 13,363
S1 13,165 13,165 13,413 13,245
S2 12,877 12,877 13,372
S3 12,430 12,718 13,331
S4 11,983 12,271 13,208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,751 13,272 479 3.5% 178 1.3% 97% True False 89,185
10 13,751 13,035 716 5.2% 186 1.4% 98% True False 130,186
20 13,751 13,035 716 5.2% 185 1.3% 98% True False 142,850
40 14,028 12,555 1,473 10.7% 238 1.7% 80% False False 207,160
60 14,097 12,555 1,542 11.2% 204 1.5% 77% False False 187,211
80 14,097 12,555 1,542 11.2% 189 1.4% 77% False False 161,629
100 14,097 12,555 1,542 11.2% 168 1.2% 77% False False 129,330
120 14,097 12,517 1,580 11.5% 148 1.1% 77% False False 107,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 15,349
2.618 14,735
1.618 14,359
1.000 14,127
0.618 13,983
HIGH 13,751
0.618 13,607
0.500 13,563
0.382 13,519
LOW 13,375
0.618 13,143
1.000 12,999
1.618 12,767
2.618 12,391
4.250 11,777
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 13,680 13,674
PP 13,622 13,608
S1 13,563 13,543

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

View Archives - Comment on this page... - Back to Index of Symbols