mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 13,550 13,287 -263 -1.9% 13,944
High 13,595 13,448 -147 -1.1% 14,045
Low 13,273 13,253 -20 -0.2% 13,273
Close 13,284 13,411 127 1.0% 13,284
Range 322 195 -127 -39.4% 772
ATR 181 182 1 0.5% 0
Volume 345,288 277,963 -67,325 -19.5% 1,092,138
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 13,956 13,878 13,518
R3 13,761 13,683 13,465
R2 13,566 13,566 13,447
R1 13,488 13,488 13,429 13,527
PP 13,371 13,371 13,371 13,390
S1 13,293 13,293 13,393 13,332
S2 13,176 13,176 13,375
S3 12,981 13,098 13,358
S4 12,786 12,903 13,304
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 14,028 13,253 775 5.8% 284 2.1% 20% False True 234,770
10 14,097 13,253 844 6.3% 206 1.5% 19% False True 195,120
20 14,097 13,253 844 6.3% 166 1.2% 19% False True 159,506
40 14,097 13,253 844 6.3% 164 1.2% 19% False True 145,278
60 14,097 13,253 844 6.3% 140 1.0% 19% False True 97,003
80 14,097 12,650 1,447 10.8% 120 0.9% 53% False False 72,760
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 34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,277
2.618 13,959
1.618 13,764
1.000 13,643
0.618 13,569
HIGH 13,448
0.618 13,374
0.500 13,351
0.382 13,328
LOW 13,253
0.618 13,133
1.000 13,058
1.618 12,938
2.618 12,743
4.250 12,424
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 13,391 13,563
PP 13,371 13,512
S1 13,351 13,462

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

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