mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 13,739 13,585 -154 -1.1% 13,521
High 13,748 13,692 -56 -0.4% 13,725
Low 13,574 13,540 -34 -0.3% 13,510
Close 13,585 13,677 92 0.7% 13,708
Range 174 152 -22 -12.6% 215
ATR 131 133 1 1.1% 0
Volume 103,409 169,390 65,981 63.8% 435,132
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,092 14,037 13,761
R3 13,940 13,885 13,719
R2 13,788 13,788 13,705
R1 13,733 13,733 13,691 13,761
PP 13,636 13,636 13,636 13,650
S1 13,581 13,581 13,663 13,609
S2 13,484 13,484 13,649
S3 13,332 13,429 13,635
S4 13,180 13,277 13,594
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 13,540 220 1.6% 116 0.8% 62% False True 104,405
10 13,760 13,351 409 3.0% 126 0.9% 80% False False 134,856
20 13,813 13,351 462 3.4% 141 1.0% 71% False False 147,998
40 13,826 13,315 511 3.7% 132 1.0% 71% False False 85,994
60 13,826 12,870 956 7.0% 114 0.8% 84% False False 57,348
80 13,826 12,411 1,415 10.3% 95 0.7% 89% False False 43,013
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,338
2.618 14,090
1.618 13,938
1.000 13,844
0.618 13,786
HIGH 13,692
0.618 13,634
0.500 13,616
0.382 13,598
LOW 13,540
0.618 13,446
1.000 13,388
1.618 13,294
2.618 13,142
4.250 12,894
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 13,657 13,668
PP 13,636 13,659
S1 13,616 13,650

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

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