mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 13-Jul-2007
Day Change Summary
Previous Current
12-Jul-2007 13-Jul-2007 Change Change % Previous Week
Open 13,689 13,925 236 1.7% 13,708
High 13,950 14,012 62 0.4% 14,012
Low 13,672 13,907 235 1.7% 13,540
Close 13,920 13,973 53 0.4% 13,973
Range 278 105 -173 -62.2% 472
ATR 143 140 -3 -1.9% 0
Volume 166,365 157,637 -8,728 -5.2% 699,145
Daily Pivots for day following 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,279 14,231 14,031
R3 14,174 14,126 14,002
R2 14,069 14,069 13,992
R1 14,021 14,021 13,983 14,045
PP 13,964 13,964 13,964 13,976
S1 13,916 13,916 13,964 13,940
S2 13,859 13,859 13,954
S3 13,754 13,811 13,944
S4 13,649 13,706 13,915
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 15,258 15,087 14,233
R3 14,786 14,615 14,103
R2 14,314 14,314 14,060
R1 14,143 14,143 14,016 14,229
PP 13,842 13,842 13,842 13,884
S1 13,671 13,671 13,930 13,757
S2 13,370 13,370 13,887
S3 12,898 13,199 13,843
S4 12,426 12,727 13,714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,012 13,540 472 3.4% 153 1.1% 92% True False 139,829
10 14,012 13,402 610 4.4% 136 1.0% 94% True False 127,479
20 14,012 13,351 661 4.7% 144 1.0% 94% True False 146,014
40 14,012 13,315 697 5.0% 135 1.0% 94% True False 94,078
60 14,012 12,870 1,142 8.2% 118 0.8% 97% True False 62,748
80 14,012 12,411 1,601 11.5% 98 0.7% 98% True False 47,063
Crabel Price Patterns
NR True
NR4 True
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 26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,458
2.618 14,287
1.618 14,182
1.000 14,117
0.618 14,077
HIGH 14,012
0.618 13,972
0.500 13,960
0.382 13,947
LOW 13,907
0.618 13,842
1.000 13,802
1.618 13,737
2.618 13,632
4.250 13,461
Fisher Pivots for day following 13-Jul-2007
Pivot 1 day 3 day
R1 13,969 13,907
PP 13,964 13,842
S1 13,960 13,776

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

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