mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 13,309 13,275 -34 -0.3% 13,243
High 13,366 13,383 17 0.1% 13,740
Low 13,107 13,250 143 1.1% 13,107
Close 13,237 13,255 18 0.1% 13,237
Range 259 133 -126 -48.6% 633
ATR 234 228 -6 -2.7% 0
Volume 348,652 365,541 16,889 4.8% 1,417,954
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,695 13,608 13,328
R3 13,562 13,475 13,292
R2 13,429 13,429 13,280
R1 13,342 13,342 13,267 13,319
PP 13,296 13,296 13,296 13,285
S1 13,209 13,209 13,243 13,186
S2 13,163 13,163 13,231
S3 13,030 13,076 13,219
S4 12,897 12,943 13,182
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% 252 1.9% 23% False False 303,156
10 13,740 13,107 633 4.8% 274 2.1% 23% False False 282,695
20 14,097 13,107 990 7.5% 240 1.8% 15% False False 238,908
40 14,097 13,107 990 7.5% 192 1.4% 15% False False 191,503
60 14,097 13,107 990 7.5% 171 1.3% 15% False False 144,094
80 14,097 12,978 1,119 8.4% 148 1.1% 25% False False 108,095
100 14,097 12,411 1,686 12.7% 128 1.0% 50% False False 86,478
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 13,948
2.618 13,731
1.618 13,598
1.000 13,516
0.618 13,465
HIGH 13,383
0.618 13,332
0.500 13,317
0.382 13,301
LOW 13,250
0.618 13,168
1.000 13,117
1.618 13,035
2.618 12,902
4.250 12,685
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 13,317 13,409
PP 13,296 13,357
S1 13,276 13,306

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

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