mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary
Previous Current
14-May-2007 15-May-2007 Change Change % Previous Week
Open 13,510 13,491 -19 -0.1% 13,430
High 13,533 13,632 99 0.7% 13,517
Low 13,459 13,488 29 0.2% 13,355
Close 13,504 13,555 51 0.4% 13,495
Range 74 144 70 94.6% 162
ATR 76 81 5 6.3% 0
Volume 116 128 12 10.3% 360
Daily Pivots for day following 15-May-2007
Classic Woodie Camarilla DeMark
R4 13,990 13,917 13,634
R3 13,846 13,773 13,595
R2 13,702 13,702 13,582
R1 13,629 13,629 13,568 13,666
PP 13,558 13,558 13,558 13,577
S1 13,485 13,485 13,542 13,522
S2 13,414 13,414 13,529
S3 13,270 13,341 13,516
S4 13,126 13,197 13,476
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 13,942 13,880 13,584
R3 13,780 13,718 13,540
R2 13,618 13,618 13,525
R1 13,556 13,556 13,510 13,587
PP 13,456 13,456 13,456 13,471
S1 13,394 13,394 13,480 13,425
S2 13,294 13,294 13,465
S3 13,132 13,232 13,451
S4 12,970 13,070 13,406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,632 13,355 277 2.0% 107 0.8% 72% True False 92
10 13,632 13,300 332 2.4% 85 0.6% 77% True False 80
20 13,632 12,870 762 5.6% 82 0.6% 90% True False 62
40 13,632 12,411 1,221 9.0% 62 0.5% 94% True False 36
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 13
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 14,244
2.618 14,009
1.618 13,865
1.000 13,776
0.618 13,721
HIGH 13,632
0.618 13,577
0.500 13,560
0.382 13,543
LOW 13,488
0.618 13,399
1.000 13,344
1.618 13,255
2.618 13,111
4.250 12,876
Fisher Pivots for day following 15-May-2007
Pivot 1 day 3 day
R1 13,560 13,538
PP 13,558 13,522
S1 13,557 13,505

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

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