mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 13,852 13,550 -302 -2.2% 13,944
High 13,873 13,595 -278 -2.0% 14,045
Low 13,384 13,273 -111 -0.8% 13,273
Close 13,534 13,284 -250 -1.8% 13,284
Range 489 322 -167 -34.2% 772
ATR 171 181 11 6.3% 0
Volume 232,308 345,288 112,980 48.6% 1,092,138
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,350 14,139 13,461
R3 14,028 13,817 13,373
R2 13,706 13,706 13,343
R1 13,495 13,495 13,314 13,440
PP 13,384 13,384 13,384 13,356
S1 13,173 13,173 13,255 13,118
S2 13,062 13,062 13,225
S3 12,740 12,851 13,196
S4 12,418 12,529 13,107
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 15,850 15,339 13,709
R3 15,078 14,567 13,496
R2 14,306 14,306 13,426
R1 13,795 13,795 13,355 13,665
PP 13,534 13,534 13,534 13,469
S1 13,023 13,023 13,213 12,893
S2 12,762 12,762 13,143
S3 11,990 12,251 13,072
S4 11,218 11,479 12,860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,045 13,273 772 5.8% 268 2.0% 1% False True 218,427
10 14,097 13,273 824 6.2% 198 1.5% 1% False True 177,789
20 14,097 13,273 824 6.2% 167 1.3% 1% False True 152,634
40 14,097 13,273 824 6.2% 161 1.2% 1% False True 138,341
60 14,097 13,273 824 6.2% 137 1.0% 1% False True 92,371
80 14,097 12,650 1,447 10.9% 118 0.9% 44% False False 69,285
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 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,964
2.618 14,438
1.618 14,116
1.000 13,917
0.618 13,794
HIGH 13,595
0.618 13,472
0.500 13,434
0.382 13,396
LOW 13,273
0.618 13,074
1.000 12,951
1.618 12,752
2.618 12,430
4.250 11,905
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 13,434 13,580
PP 13,384 13,481
S1 13,334 13,383

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

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