mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 13,644 13,720 76 0.6% 13,510
High 13,724 13,738 14 0.1% 13,724
Low 13,644 13,683 39 0.3% 13,459
Close 13,717 13,689 -28 -0.2% 13,717
Range 80 55 -25 -31.3% 265
ATR 83 81 -2 -2.4% 0
Volume 144 176 32 22.2% 1,148
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 13,868 13,834 13,719
R3 13,813 13,779 13,704
R2 13,758 13,758 13,699
R1 13,724 13,724 13,694 13,714
PP 13,703 13,703 13,703 13,698
S1 13,669 13,669 13,684 13,659
S2 13,648 13,648 13,679
S3 13,593 13,614 13,674
S4 13,538 13,559 13,659
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 14,428 14,338 13,863
R3 14,163 14,073 13,790
R2 13,898 13,898 13,766
R1 13,808 13,808 13,741 13,853
PP 13,633 13,633 13,633 13,656
S1 13,543 13,543 13,693 13,588
S2 13,368 13,368 13,669
S3 13,103 13,278 13,644
S4 12,838 13,013 13,571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,738 13,488 250 1.8% 89 0.6% 80% True False 241
10 13,738 13,355 383 2.8% 90 0.7% 87% True False 157
20 13,738 13,070 668 4.9% 79 0.6% 93% True False 108
40 13,738 12,411 1,327 9.7% 63 0.5% 96% True False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 13,972
2.618 13,882
1.618 13,827
1.000 13,793
0.618 13,772
HIGH 13,738
0.618 13,717
0.500 13,711
0.382 13,704
LOW 13,683
0.618 13,649
1.000 13,628
1.618 13,594
2.618 13,539
4.250 13,449
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 13,711 13,684
PP 13,703 13,679
S1 13,696 13,674

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

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