mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 13,526 13,243 -283 -2.1% 13,287
High 13,543 13,513 -30 -0.2% 13,554
Low 13,209 13,203 -6 0.0% 13,111
Close 13,266 13,471 205 1.5% 13,266
Range 334 310 -24 -7.2% 443
ATR 211 218 7 3.4% 0
Volume 228,628 267,711 39,083 17.1% 1,321,427
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,326 14,208 13,642
R3 14,016 13,898 13,556
R2 13,706 13,706 13,528
R1 13,588 13,588 13,500 13,647
PP 13,396 13,396 13,396 13,425
S1 13,278 13,278 13,443 13,337
S2 13,086 13,086 13,414
S3 12,776 12,968 13,386
S4 12,466 12,658 13,301
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% 297 2.2% 81% False False 262,235
10 14,028 13,111 917 6.8% 291 2.2% 39% False False 248,502
20 14,097 13,111 986 7.3% 218 1.6% 37% False False 198,191
40 14,097 13,111 986 7.3% 179 1.3% 37% False False 173,750
60 14,097 13,111 986 7.3% 158 1.2% 37% False False 118,849
80 14,097 12,711 1,386 10.3% 138 1.0% 55% False False 89,149
100 14,097 12,320 1,777 13.2% 117 0.9% 65% False False 71,321
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 59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,831
2.618 14,325
1.618 14,015
1.000 13,823
0.618 13,705
HIGH 13,513
0.618 13,395
0.500 13,358
0.382 13,322
LOW 13,203
0.618 13,012
1.000 12,893
1.618 12,702
2.618 12,392
4.250 11,886
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 13,433 13,440
PP 13,396 13,409
S1 13,358 13,379

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

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