mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 13,491 13,565 74 0.5% 13,430
High 13,632 13,640 8 0.1% 13,517
Low 13,488 13,537 49 0.4% 13,355
Close 13,555 13,647 92 0.7% 13,495
Range 144 103 -41 -28.5% 162
ATR 81 83 2 1.9% 0
Volume 128 494 366 285.9% 360
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 13,917 13,885 13,704
R3 13,814 13,782 13,675
R2 13,711 13,711 13,666
R1 13,679 13,679 13,657 13,695
PP 13,608 13,608 13,608 13,616
S1 13,576 13,576 13,638 13,592
S2 13,505 13,505 13,628
S3 13,402 13,473 13,619
S4 13,299 13,370 13,590
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 13,640 13,355 285 2.1% 112 0.8% 102% True False 182
10 13,640 13,354 286 2.1% 85 0.6% 102% True False 126
20 13,640 12,870 770 5.6% 83 0.6% 101% True False 87
40 13,640 12,411 1,229 9.0% 61 0.4% 101% True False 48
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 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,078
2.618 13,910
1.618 13,807
1.000 13,743
0.618 13,704
HIGH 13,640
0.618 13,601
0.500 13,589
0.382 13,576
LOW 13,537
0.618 13,473
1.000 13,434
1.618 13,370
2.618 13,267
4.250 13,099
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 13,628 13,615
PP 13,608 13,582
S1 13,589 13,550

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

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