mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 17-Jul-2007
Day Change Summary
Previous Current
16-Jul-2007 17-Jul-2007 Change Change % Previous Week
Open 13,973 14,033 60 0.4% 13,708
High 14,066 14,097 31 0.2% 14,012
Low 13,949 14,002 53 0.4% 13,540
Close 14,029 14,050 21 0.1% 13,973
Range 117 95 -22 -18.8% 472
ATR 139 136 -3 -2.3% 0
Volume 104,652 119,948 15,296 14.6% 699,145
Daily Pivots for day following 17-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,335 14,287 14,102
R3 14,240 14,192 14,076
R2 14,145 14,145 14,068
R1 14,097 14,097 14,059 14,121
PP 14,050 14,050 14,050 14,062
S1 14,002 14,002 14,041 14,026
S2 13,955 13,955 14,033
S3 13,860 13,907 14,024
S4 13,765 13,812 13,998
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 14,097 13,540 557 4.0% 150 1.1% 92% True False 143,598
10 14,097 13,540 557 4.0% 123 0.9% 92% True False 117,844
20 14,097 13,351 746 5.3% 144 1.0% 94% True False 144,494
40 14,097 13,315 782 5.6% 137 1.0% 94% True False 99,683
60 14,097 13,070 1,027 7.3% 117 0.8% 95% True False 66,490
80 14,097 12,411 1,686 12.0% 100 0.7% 97% True False 49,870
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 21
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,501
2.618 14,346
1.618 14,251
1.000 14,192
0.618 14,156
HIGH 14,097
0.618 14,061
0.500 14,050
0.382 14,038
LOW 14,002
0.618 13,943
1.000 13,907
1.618 13,848
2.618 13,753
4.250 13,598
Fisher Pivots for day following 17-Jul-2007
Pivot 1 day 3 day
R1 14,050 14,034
PP 14,050 14,018
S1 14,050 14,002

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

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