mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 13,814 13,852 38 0.3% 13,973
High 13,886 13,873 -13 -0.1% 14,097
Low 13,731 13,384 -347 -2.5% 13,871
Close 13,841 13,534 -307 -2.2% 13,938
Range 155 489 334 215.5% 226
ATR 146 171 24 16.8% 0
Volume 201,447 232,308 30,861 15.3% 685,752
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 15,064 14,788 13,803
R3 14,575 14,299 13,669
R2 14,086 14,086 13,624
R1 13,810 13,810 13,579 13,704
PP 13,597 13,597 13,597 13,544
S1 13,321 13,321 13,489 13,215
S2 13,108 13,108 13,444
S3 12,619 12,832 13,400
S4 12,130 12,343 13,265
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 14,077 13,384 693 5.1% 245 1.8% 22% False True 174,583
10 14,097 13,384 713 5.3% 176 1.3% 21% False True 159,023
20 14,097 13,384 713 5.3% 156 1.1% 21% False True 144,341
40 14,097 13,315 782 5.8% 154 1.1% 28% False False 129,732
60 14,097 13,300 797 5.9% 133 1.0% 29% False False 86,617
80 14,097 12,650 1,447 10.7% 114 0.8% 61% False False 64,970
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 30
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 15,951
2.618 15,153
1.618 14,664
1.000 14,362
0.618 14,175
HIGH 13,873
0.618 13,686
0.500 13,629
0.382 13,571
LOW 13,384
0.618 13,082
1.000 12,895
1.618 12,593
2.618 12,104
4.250 11,306
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 13,629 13,706
PP 13,597 13,649
S1 13,566 13,591

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

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