mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 09-Jul-2007
Day Change Summary
Previous Current
06-Jul-2007 09-Jul-2007 Change Change % Previous Week
Open 13,656 13,708 52 0.4% 13,521
High 13,725 13,760 35 0.3% 13,725
Low 13,628 13,704 76 0.6% 13,510
Close 13,708 13,740 32 0.2% 13,708
Range 97 56 -41 -42.3% 215
ATR 133 128 -6 -4.1% 0
Volume 94,744 102,344 7,600 8.0% 435,132
Daily Pivots for day following 09-Jul-2007
Classic Woodie Camarilla DeMark
R4 13,903 13,877 13,771
R3 13,847 13,821 13,756
R2 13,791 13,791 13,750
R1 13,765 13,765 13,745 13,778
PP 13,735 13,735 13,735 13,741
S1 13,709 13,709 13,735 13,722
S2 13,679 13,679 13,730
S3 13,623 13,653 13,725
S4 13,567 13,597 13,709
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,293 14,215 13,826
R3 14,078 14,000 13,767
R2 13,863 13,863 13,748
R1 13,785 13,785 13,728 13,824
PP 13,648 13,648 13,648 13,667
S1 13,570 13,570 13,688 13,609
S2 13,433 13,433 13,669
S3 13,218 13,355 13,649
S4 13,003 13,140 13,590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,760 13,510 250 1.8% 86 0.6% 92% True False 107,495
10 13,760 13,351 409 3.0% 129 0.9% 95% True False 146,748
20 13,813 13,351 462 3.4% 139 1.0% 84% False False 149,310
40 13,826 13,315 511 3.7% 128 0.9% 83% False False 79,178
60 13,826 12,711 1,115 8.1% 111 0.8% 92% False False 52,802
80 13,826 12,320 1,506 11.0% 92 0.7% 94% False False 39,603
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 42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,998
2.618 13,907
1.618 13,851
1.000 13,816
0.618 13,795
HIGH 13,760
0.618 13,739
0.500 13,732
0.382 13,726
LOW 13,704
0.618 13,670
1.000 13,648
1.618 13,614
2.618 13,558
4.250 13,466
Fisher Pivots for day following 09-Jul-2007
Pivot 1 day 3 day
R1 13,737 13,720
PP 13,735 13,700
S1 13,732 13,680

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

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