mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 13,562 13,705 143 1.1% 13,287
High 13,740 13,710 -30 -0.2% 13,554
Low 13,532 13,317 -215 -1.6% 13,111
Close 13,705 13,327 -378 -2.8% 13,266
Range 208 393 185 88.9% 443
ATR 220 232 12 5.6% 0
Volume 275,076 253,110 -21,966 -8.0% 1,321,427
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,630 14,372 13,543
R3 14,237 13,979 13,435
R2 13,844 13,844 13,399
R1 13,586 13,586 13,363 13,519
PP 13,451 13,451 13,451 13,418
S1 13,193 13,193 13,291 13,126
S2 13,058 13,058 13,255
S3 12,665 12,800 13,219
S4 12,272 12,407 13,111
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 4.0% 302 2.3% 23% False False 259,586
10 13,740 13,111 629 4.7% 287 2.2% 34% False False 273,601
20 14,097 13,111 986 7.4% 231 1.7% 22% False False 216,312
40 14,097 13,111 986 7.4% 188 1.4% 22% False False 181,362
60 14,097 13,111 986 7.4% 167 1.3% 22% False False 132,204
80 14,097 12,870 1,227 9.2% 146 1.1% 37% False False 99,168
100 14,097 12,411 1,686 12.7% 125 0.9% 54% False False 79,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 15,380
2.618 14,739
1.618 14,346
1.000 14,103
0.618 13,953
HIGH 13,710
0.618 13,560
0.500 13,514
0.382 13,467
LOW 13,317
0.618 13,074
1.000 12,924
1.618 12,681
2.618 12,288
4.250 11,647
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 13,514 13,529
PP 13,451 13,461
S1 13,389 13,394

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

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