mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 14,000 13,814 -186 -1.3% 13,973
High 14,028 13,886 -142 -1.0% 14,097
Low 13,768 13,731 -37 -0.3% 13,871
Close 13,813 13,841 28 0.2% 13,938
Range 260 155 -105 -40.4% 226
ATR 145 146 1 0.5% 0
Volume 116,844 201,447 84,603 72.4% 685,752
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,284 14,218 13,926
R3 14,129 14,063 13,884
R2 13,974 13,974 13,870
R1 13,908 13,908 13,855 13,941
PP 13,819 13,819 13,819 13,836
S1 13,753 13,753 13,827 13,786
S2 13,664 13,664 13,813
S3 13,509 13,598 13,799
S4 13,354 13,443 13,756
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 13,731 358 2.6% 162 1.2% 31% False True 168,698
10 14,097 13,672 425 3.1% 155 1.1% 40% False False 152,429
20 14,097 13,351 746 5.4% 140 1.0% 66% False False 143,643
40 14,097 13,315 782 5.6% 147 1.1% 67% False False 123,938
60 14,097 13,190 907 6.6% 127 0.9% 72% False False 82,745
80 14,097 12,650 1,447 10.5% 108 0.8% 82% False False 62,066
Crabel Price Patterns
NR True
NR4 False
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,545
2.618 14,292
1.618 14,137
1.000 14,041
0.618 13,982
HIGH 13,886
0.618 13,827
0.500 13,809
0.382 13,790
LOW 13,731
0.618 13,635
1.000 13,576
1.618 13,480
2.618 13,325
4.250 13,072
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 13,830 13,888
PP 13,819 13,872
S1 13,809 13,857

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

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