mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 14,026 14,038 12 0.1% 13,973
High 14,089 14,077 -12 -0.1% 14,097
Low 14,016 13,871 -145 -1.0% 13,871
Close 14,061 13,938 -123 -0.9% 13,938
Range 73 206 133 182.2% 226
ATR 133 138 5 3.9% 0
Volume 202,879 126,069 -76,810 -37.9% 685,752
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,580 14,465 14,051
R3 14,374 14,259 13,995
R2 14,168 14,168 13,976
R1 14,053 14,053 13,957 14,008
PP 13,962 13,962 13,962 13,939
S1 13,847 13,847 13,919 13,802
S2 13,756 13,756 13,900
S3 13,550 13,641 13,881
S4 13,344 13,435 13,825
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,647 14,518 14,062
R3 14,421 14,292 14,000
R2 14,195 14,195 13,980
R1 14,066 14,066 13,959 14,018
PP 13,969 13,969 13,969 13,944
S1 13,840 13,840 13,917 13,792
S2 13,743 13,743 13,897
S3 13,517 13,614 13,876
S4 13,291 13,388 13,814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,097 13,871 226 1.6% 127 0.9% 30% False True 137,150
10 14,097 13,540 557 4.0% 140 1.0% 71% False False 138,489
20 14,097 13,351 746 5.4% 141 1.0% 79% False False 148,292
40 14,097 13,315 782 5.6% 142 1.0% 80% False False 111,199
60 14,097 13,190 907 6.5% 120 0.9% 82% False False 74,174
80 14,097 12,411 1,686 12.1% 104 0.7% 91% False False 55,634
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 24
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,953
2.618 14,616
1.618 14,410
1.000 14,283
0.618 14,204
HIGH 14,077
0.618 13,998
0.500 13,974
0.382 13,950
LOW 13,871
0.618 13,744
1.000 13,665
1.618 13,538
2.618 13,332
4.250 12,996
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 13,974 13,980
PP 13,962 13,966
S1 13,950 13,952

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

View Archives - Comment on this page... - Back to Index of Symbols