mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 13,944 14,000 56 0.4% 13,973
High 14,045 14,028 -17 -0.1% 14,097
Low 13,930 13,768 -162 -1.2% 13,871
Close 14,011 13,813 -198 -1.4% 13,938
Range 115 260 145 126.1% 226
ATR 137 145 9 6.5% 0
Volume 196,251 116,844 -79,407 -40.5% 685,752
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,650 14,491 13,956
R3 14,390 14,231 13,885
R2 14,130 14,130 13,861
R1 13,971 13,971 13,837 13,921
PP 13,870 13,870 13,870 13,844
S1 13,711 13,711 13,789 13,661
S2 13,610 13,610 13,765
S3 13,350 13,451 13,742
S4 13,090 13,191 13,670
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 14,089 13,768 321 2.3% 160 1.2% 14% False True 154,849
10 14,097 13,540 557 4.0% 155 1.1% 49% False False 149,223
20 14,097 13,351 746 5.4% 141 1.0% 62% False False 143,319
40 14,097 13,315 782 5.7% 145 1.1% 64% False False 119,012
60 14,097 13,190 907 6.6% 125 0.9% 69% False False 79,391
80 14,097 12,545 1,552 11.2% 106 0.8% 82% False False 59,548
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 8 trading days
Fibonacci Retracements and Extensions
4.250 15,133
2.618 14,709
1.618 14,449
1.000 14,288
0.618 14,189
HIGH 14,028
0.618 13,929
0.500 13,898
0.382 13,867
LOW 13,768
0.618 13,607
1.000 13,508
1.618 13,347
2.618 13,087
4.250 12,663
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 13,898 13,923
PP 13,870 13,886
S1 13,841 13,850

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

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