mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 14,050 14,100 50 0.4% 14,130
High 14,131 14,100 -31 -0.2% 14,213
Low 14,040 13,880 -160 -1.1% 14,045
Close 14,115 13,917 -198 -1.4% 14,042
Range 91 220 129 141.8% 168
ATR 94 104 10 10.8% 0
Volume 16 56 40 250.0% 249
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,626 14,491 14,038
R3 14,406 14,271 13,978
R2 14,186 14,186 13,957
R1 14,051 14,051 13,937 14,009
PP 13,966 13,966 13,966 13,944
S1 13,831 13,831 13,897 13,789
S2 13,746 13,746 13,877
S3 13,526 13,611 13,857
S4 13,306 13,391 13,796
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,604 14,491 14,135
R3 14,436 14,323 14,088
R2 14,268 14,268 14,073
R1 14,155 14,155 14,058 14,128
PP 14,100 14,100 14,100 14,086
S1 13,987 13,987 14,027 13,960
S2 13,932 13,932 14,011
S3 13,764 13,819 13,996
S4 13,596 13,651 13,950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,213 13,880 333 2.4% 108 0.8% 11% False True 51
10 14,213 13,660 553 4.0% 100 0.7% 46% False False 38
20 14,213 13,499 714 5.1% 73 0.5% 59% False False 22
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 12
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 15,035
2.618 14,676
1.618 14,456
1.000 14,320
0.618 14,236
HIGH 14,100
0.618 14,016
0.500 13,990
0.382 13,964
LOW 13,880
0.618 13,744
1.000 13,660
1.618 13,524
2.618 13,304
4.250 12,945
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 13,990 14,006
PP 13,966 13,976
S1 13,941 13,947

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

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