mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 31-Jul-2007
Day Change Summary
Previous Current
30-Jul-2007 31-Jul-2007 Change Change % Previous Week
Open 13,287 13,413 126 0.9% 13,944
High 13,448 13,546 98 0.7% 14,045
Low 13,253 13,227 -26 -0.2% 13,273
Close 13,411 13,275 -136 -1.0% 13,284
Range 195 319 124 63.6% 772
ATR 182 192 10 5.4% 0
Volume 277,963 219,367 -58,596 -21.1% 1,092,138
Daily Pivots for day following 31-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,306 14,110 13,451
R3 13,987 13,791 13,363
R2 13,668 13,668 13,334
R1 13,472 13,472 13,304 13,411
PP 13,349 13,349 13,349 13,319
S1 13,153 13,153 13,246 13,092
S2 13,030 13,030 13,217
S3 12,711 12,834 13,187
S4 12,392 12,515 13,100
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 13,886 13,227 659 5.0% 296 2.2% 7% False True 255,274
10 14,089 13,227 862 6.5% 228 1.7% 6% False True 205,062
20 14,097 13,227 870 6.6% 175 1.3% 6% False True 161,453
40 14,097 13,227 870 6.6% 170 1.3% 6% False True 150,749
60 14,097 13,227 870 6.6% 144 1.1% 6% False True 100,657
80 14,097 12,650 1,447 10.9% 124 0.9% 43% False False 75,502
100 14,097 12,320 1,777 13.4% 106 0.8% 54% False False 60,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,902
2.618 14,381
1.618 14,062
1.000 13,865
0.618 13,743
HIGH 13,546
0.618 13,424
0.500 13,387
0.382 13,349
LOW 13,227
0.618 13,030
1.000 12,908
1.618 12,711
2.618 12,392
4.250 11,871
Fisher Pivots for day following 31-Jul-2007
Pivot 1 day 3 day
R1 13,387 13,411
PP 13,349 13,366
S1 13,312 13,320

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

View Archives - Comment on this page... - Back to Index of Symbols