mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 13,413 13,243 -170 -1.3% 13,944
High 13,546 13,440 -106 -0.8% 14,045
Low 13,227 13,111 -116 -0.9% 13,273
Close 13,275 13,404 129 1.0% 13,284
Range 319 329 10 3.1% 772
ATR 192 202 10 5.1% 0
Volume 219,367 250,975 31,608 14.4% 1,092,138
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,305 14,184 13,585
R3 13,976 13,855 13,495
R2 13,647 13,647 13,464
R1 13,526 13,526 13,434 13,587
PP 13,318 13,318 13,318 13,349
S1 13,197 13,197 13,374 13,258
S2 12,989 12,989 13,344
S3 12,660 12,868 13,314
S4 12,331 12,539 13,223
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 13,873 13,111 762 5.7% 331 2.5% 38% False True 265,180
10 14,089 13,111 978 7.3% 246 1.8% 30% False True 216,939
20 14,097 13,111 986 7.4% 189 1.4% 30% False True 168,611
40 14,097 13,111 986 7.4% 175 1.3% 30% False True 157,006
60 14,097 13,111 986 7.4% 149 1.1% 30% False True 104,838
80 14,097 12,650 1,447 10.8% 128 1.0% 52% False False 78,639
100 14,097 12,320 1,777 13.3% 109 0.8% 61% False False 62,913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,838
2.618 14,301
1.618 13,972
1.000 13,769
0.618 13,643
HIGH 13,440
0.618 13,314
0.500 13,276
0.382 13,237
LOW 13,111
0.618 12,908
1.000 12,782
1.618 12,579
2.618 12,250
4.250 11,713
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 13,361 13,379
PP 13,318 13,354
S1 13,276 13,329

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

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