mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 13,470 13,562 92 0.7% 13,287
High 13,650 13,740 90 0.7% 13,554
Low 13,386 13,532 146 1.1% 13,111
Close 13,548 13,705 157 1.2% 13,266
Range 264 208 -56 -21.2% 443
ATR 221 220 -1 -0.4% 0
Volume 273,405 275,076 1,671 0.6% 1,321,427
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,283 14,202 13,820
R3 14,075 13,994 13,762
R2 13,867 13,867 13,743
R1 13,786 13,786 13,724 13,827
PP 13,659 13,659 13,659 13,679
S1 13,578 13,578 13,686 13,619
S2 13,451 13,451 13,667
S3 13,243 13,370 13,648
S4 13,035 13,162 13,591
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 13,740 13,203 537 3.9% 262 1.9% 93% True False 277,862
10 13,873 13,111 762 5.6% 296 2.2% 78% False False 271,521
20 14,097 13,111 986 7.2% 226 1.6% 60% False False 211,975
40 14,097 13,111 986 7.2% 184 1.3% 60% False False 179,986
60 14,097 13,111 986 7.2% 163 1.2% 60% False False 127,987
80 14,097 12,870 1,227 9.0% 142 1.0% 68% False False 96,005
100 14,097 12,411 1,686 12.3% 121 0.9% 77% False False 76,806
Crabel Price Patterns
NR True
NR4 True
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 60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,624
2.618 14,285
1.618 14,077
1.000 13,948
0.618 13,869
HIGH 13,740
0.618 13,661
0.500 13,636
0.382 13,612
LOW 13,532
0.618 13,404
1.000 13,324
1.618 13,196
2.618 12,988
4.250 12,648
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 13,682 13,627
PP 13,659 13,549
S1 13,636 13,472

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

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