mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 13,425 13,526 101 0.8% 13,287
High 13,554 13,543 -11 -0.1% 13,554
Low 13,362 13,209 -153 -1.1% 13,111
Close 13,527 13,266 -261 -1.9% 13,266
Range 192 334 142 74.0% 443
ATR 201 211 9 4.7% 0
Volume 344,494 228,628 -115,866 -33.6% 1,321,427
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,341 14,138 13,450
R3 14,007 13,804 13,358
R2 13,673 13,673 13,327
R1 13,470 13,470 13,297 13,405
PP 13,339 13,339 13,339 13,307
S1 13,136 13,136 13,236 13,071
S2 13,005 13,005 13,205
S3 12,671 12,802 13,174
S4 12,337 12,468 13,082
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,639 14,396 13,510
R3 14,196 13,953 13,388
R2 13,753 13,753 13,347
R1 13,510 13,510 13,307 13,410
PP 13,310 13,310 13,310 13,261
S1 13,067 13,067 13,226 12,967
S2 12,867 12,867 13,185
S3 12,424 12,624 13,144
S4 11,981 12,181 13,022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,554 13,111 443 3.3% 274 2.1% 35% False False 264,285
10 14,045 13,111 934 7.0% 271 2.0% 17% False False 241,356
20 14,097 13,111 986 7.4% 206 1.5% 16% False False 189,923
40 14,097 13,111 986 7.4% 177 1.3% 16% False False 171,047
60 14,097 13,111 986 7.4% 155 1.2% 16% False False 114,389
80 14,097 12,694 1,403 10.6% 134 1.0% 41% False False 85,803
100 14,097 12,320 1,777 13.4% 114 0.9% 53% False False 68,644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,963
2.618 14,418
1.618 14,084
1.000 13,877
0.618 13,750
HIGH 13,543
0.618 13,416
0.500 13,376
0.382 13,337
LOW 13,209
0.618 13,003
1.000 12,875
1.618 12,669
2.618 12,335
4.250 11,790
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 13,376 13,333
PP 13,339 13,310
S1 13,303 13,288

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

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