mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 13,359 13,522 163 1.2% 13,399
High 13,605 13,733 128 0.9% 13,655
Low 13,295 13,475 180 1.4% 13,240
Close 13,562 13,639 77 0.6% 13,359
Range 310 258 -52 -16.8% 415
ATR 178 183 6 3.2% 0
Volume 49 47 -2 -4.1% 300
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,390 14,272 13,781
R3 14,132 14,014 13,710
R2 13,874 13,874 13,686
R1 13,756 13,756 13,663 13,815
PP 13,616 13,616 13,616 13,645
S1 13,498 13,498 13,615 13,557
S2 13,358 13,358 13,592
S3 13,100 13,240 13,568
S4 12,842 12,982 13,497
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,663 14,426 13,587
R3 14,248 14,011 13,473
R2 13,833 13,833 13,435
R1 13,596 13,596 13,397 13,507
PP 13,418 13,418 13,418 13,374
S1 13,181 13,181 13,321 13,092
S2 13,003 13,003 13,283
S3 12,588 12,766 13,245
S4 12,173 12,351 13,131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,733 13,240 493 3.6% 254 1.9% 81% True False 58
10 13,994 13,240 754 5.5% 245 1.8% 53% False False 60
20 14,213 13,240 973 7.1% 173 1.3% 41% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,830
2.618 14,409
1.618 14,151
1.000 13,991
0.618 13,893
HIGH 13,733
0.618 13,635
0.500 13,604
0.382 13,574
LOW 13,475
0.618 13,316
1.000 13,217
1.618 13,058
2.618 12,800
4.250 12,379
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 13,627 13,597
PP 13,616 13,556
S1 13,604 13,514

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

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