mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 13,690 13,713 23 0.2% 13,510
High 13,732 13,755 23 0.2% 13,724
Low 13,678 13,654 -24 -0.2% 13,459
Close 13,679 13,679 0 0.0% 13,717
Range 54 101 47 87.0% 265
ATR 79 80 2 2.0% 0
Volume 211 134 -77 -36.5% 1,148
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 13,999 13,940 13,735
R3 13,898 13,839 13,707
R2 13,797 13,797 13,698
R1 13,738 13,738 13,688 13,717
PP 13,696 13,696 13,696 13,686
S1 13,637 13,637 13,670 13,616
S2 13,595 13,595 13,661
S3 13,494 13,536 13,651
S4 13,393 13,435 13,624
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 13,755 13,609 146 1.1% 70 0.5% 48% True False 186
10 13,755 13,355 400 2.9% 91 0.7% 81% True False 184
20 13,755 13,190 565 4.1% 76 0.6% 87% True False 124
40 13,755 12,411 1,344 9.8% 65 0.5% 94% True False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,184
2.618 14,020
1.618 13,919
1.000 13,856
0.618 13,818
HIGH 13,755
0.618 13,717
0.500 13,705
0.382 13,693
LOW 13,654
0.618 13,592
1.000 13,553
1.618 13,491
2.618 13,390
4.250 13,225
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 13,705 13,705
PP 13,696 13,696
S1 13,688 13,688

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

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