mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 13,243 13,425 182 1.4% 13,944
High 13,440 13,554 114 0.8% 14,045
Low 13,111 13,362 251 1.9% 13,273
Close 13,404 13,527 123 0.9% 13,284
Range 329 192 -137 -41.6% 772
ATR 202 201 -1 -0.3% 0
Volume 250,975 344,494 93,519 37.3% 1,092,138
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,057 13,984 13,633
R3 13,865 13,792 13,580
R2 13,673 13,673 13,562
R1 13,600 13,600 13,545 13,637
PP 13,481 13,481 13,481 13,499
S1 13,408 13,408 13,510 13,445
S2 13,289 13,289 13,492
S3 13,097 13,216 13,474
S4 12,905 13,024 13,422
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 13,595 13,111 484 3.6% 272 2.0% 86% False False 287,617
10 14,077 13,111 966 7.1% 258 1.9% 43% False False 231,100
20 14,097 13,111 986 7.3% 194 1.4% 42% False False 183,228
40 14,097 13,111 986 7.3% 176 1.3% 42% False False 165,559
60 14,097 13,111 986 7.3% 151 1.1% 42% False False 110,579
80 14,097 12,650 1,447 10.7% 131 1.0% 61% False False 82,945
100 14,097 12,320 1,777 13.1% 111 0.8% 68% False False 66,358
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 58
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,370
2.618 14,057
1.618 13,865
1.000 13,746
0.618 13,673
HIGH 13,554
0.618 13,481
0.500 13,458
0.382 13,435
LOW 13,362
0.618 13,243
1.000 13,170
1.618 13,051
2.618 12,859
4.250 12,546
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 13,504 13,462
PP 13,481 13,397
S1 13,458 13,333

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

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