mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 13,705 13,309 -396 -2.9% 13,243
High 13,710 13,366 -344 -2.5% 13,740
Low 13,317 13,107 -210 -1.6% 13,107
Close 13,327 13,237 -90 -0.7% 13,237
Range 393 259 -134 -34.1% 633
ATR 232 234 2 0.8% 0
Volume 253,110 348,652 95,542 37.7% 1,417,954
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,014 13,884 13,380
R3 13,755 13,625 13,308
R2 13,496 13,496 13,285
R1 13,366 13,366 13,261 13,302
PP 13,237 13,237 13,237 13,204
S1 13,107 13,107 13,213 13,043
S2 12,978 12,978 13,190
S3 12,719 12,848 13,166
S4 12,460 12,589 13,095
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 15,260 14,882 13,585
R3 14,627 14,249 13,411
R2 13,994 13,994 13,353
R1 13,616 13,616 13,295 13,489
PP 13,361 13,361 13,361 13,298
S1 12,983 12,983 13,179 12,856
S2 12,728 12,728 13,121
S3 12,095 12,350 13,063
S4 11,462 11,717 12,889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,740 13,107 633 4.8% 287 2.2% 21% False True 283,590
10 13,740 13,107 633 4.8% 280 2.1% 21% False True 273,938
20 14,097 13,107 990 7.5% 239 1.8% 13% False True 225,863
40 14,097 13,107 990 7.5% 192 1.4% 13% False True 185,938
60 14,097 13,107 990 7.5% 170 1.3% 13% False True 138,006
80 14,097 12,870 1,227 9.3% 148 1.1% 30% False False 103,526
100 14,097 12,411 1,686 12.7% 126 1.0% 49% False False 82,823
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 60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,467
2.618 14,044
1.618 13,785
1.000 13,625
0.618 13,526
HIGH 13,366
0.618 13,267
0.500 13,237
0.382 13,206
LOW 13,107
0.618 12,947
1.000 12,848
1.618 12,688
2.618 12,429
4.250 12,006
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 13,237 13,424
PP 13,237 13,361
S1 13,237 13,299

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

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