mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 12-Jul-2007
Day Change Summary
Previous Current
11-Jul-2007 12-Jul-2007 Change Change % Previous Week
Open 13,585 13,689 104 0.8% 13,521
High 13,692 13,950 258 1.9% 13,725
Low 13,540 13,672 132 1.0% 13,510
Close 13,677 13,920 243 1.8% 13,708
Range 152 278 126 82.9% 215
ATR 133 143 10 7.8% 0
Volume 169,390 166,365 -3,025 -1.8% 435,132
Daily Pivots for day following 12-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,681 14,579 14,073
R3 14,403 14,301 13,997
R2 14,125 14,125 13,971
R1 14,023 14,023 13,946 14,074
PP 13,847 13,847 13,847 13,873
S1 13,745 13,745 13,895 13,796
S2 13,569 13,569 13,869
S3 13,291 13,467 13,844
S4 13,013 13,189 13,767
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 13,950 13,540 410 2.9% 152 1.1% 93% True False 127,250
10 13,950 13,402 548 3.9% 135 1.0% 95% True False 129,659
20 13,950 13,351 599 4.3% 144 1.0% 95% True False 146,412
40 13,950 13,315 635 4.6% 135 1.0% 95% True False 90,150
60 13,950 12,870 1,080 7.8% 117 0.8% 97% True False 60,120
80 13,950 12,411 1,539 11.1% 99 0.7% 98% True False 45,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 15,132
2.618 14,678
1.618 14,400
1.000 14,228
0.618 14,122
HIGH 13,950
0.618 13,844
0.500 13,811
0.382 13,778
LOW 13,672
0.618 13,500
1.000 13,394
1.618 13,222
2.618 12,944
4.250 12,491
Fisher Pivots for day following 12-Jul-2007
Pivot 1 day 3 day
R1 13,884 13,862
PP 13,847 13,803
S1 13,811 13,745

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

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