mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 10-Jul-2007
Day Change Summary
Previous Current
09-Jul-2007 10-Jul-2007 Change Change % Previous Week
Open 13,708 13,739 31 0.2% 13,521
High 13,760 13,748 -12 -0.1% 13,725
Low 13,704 13,574 -130 -0.9% 13,510
Close 13,740 13,585 -155 -1.1% 13,708
Range 56 174 118 210.7% 215
ATR 128 131 3 2.6% 0
Volume 102,344 103,409 1,065 1.0% 435,132
Daily Pivots for day following 10-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,158 14,045 13,681
R3 13,984 13,871 13,633
R2 13,810 13,810 13,617
R1 13,697 13,697 13,601 13,667
PP 13,636 13,636 13,636 13,620
S1 13,523 13,523 13,569 13,493
S2 13,462 13,462 13,553
S3 13,288 13,349 13,537
S4 13,114 13,175 13,489
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 13,574 186 1.4% 96 0.7% 6% False True 92,090
10 13,760 13,351 409 3.0% 127 0.9% 57% False False 137,414
20 13,813 13,351 462 3.4% 143 1.0% 51% False False 146,178
40 13,826 13,315 511 3.8% 130 1.0% 53% False False 81,762
60 13,826 12,782 1,044 7.7% 113 0.8% 77% False False 54,525
80 13,826 12,320 1,506 11.1% 94 0.7% 84% False False 40,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,488
2.618 14,204
1.618 14,030
1.000 13,922
0.618 13,856
HIGH 13,748
0.618 13,682
0.500 13,661
0.382 13,641
LOW 13,574
0.618 13,467
1.000 13,400
1.618 13,293
2.618 13,119
4.250 12,835
Fisher Pivots for day following 10-Jul-2007
Pivot 1 day 3 day
R1 13,661 13,667
PP 13,636 13,640
S1 13,610 13,612

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

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