mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 13,275 13,250 -25 -0.2% 13,243
High 13,383 13,313 -70 -0.5% 13,740
Low 13,250 13,060 -190 -1.4% 13,107
Close 13,255 13,089 -166 -1.3% 13,237
Range 133 253 120 90.2% 633
ATR 228 230 2 0.8% 0
Volume 365,541 195,177 -170,364 -46.6% 1,417,954
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,913 13,754 13,228
R3 13,660 13,501 13,159
R2 13,407 13,407 13,136
R1 13,248 13,248 13,112 13,201
PP 13,154 13,154 13,154 13,131
S1 12,995 12,995 13,066 12,948
S2 12,901 12,901 13,043
S3 12,648 12,742 13,020
S4 12,395 12,489 12,950
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 13,060 680 5.2% 249 1.9% 4% False True 287,511
10 13,740 13,060 680 5.2% 268 2.0% 4% False True 280,276
20 14,089 13,060 1,029 7.9% 248 1.9% 3% False True 242,669
40 14,097 13,060 1,037 7.9% 196 1.5% 3% False True 193,581
60 14,097 13,060 1,037 7.9% 174 1.3% 3% False True 147,345
80 14,097 13,060 1,037 7.9% 150 1.1% 3% False True 110,535
100 14,097 12,411 1,686 12.9% 130 1.0% 40% False False 88,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,388
2.618 13,975
1.618 13,722
1.000 13,566
0.618 13,469
HIGH 13,313
0.618 13,216
0.500 13,187
0.382 13,157
LOW 13,060
0.618 12,904
1.000 12,807
1.618 12,651
2.618 12,398
4.250 11,985
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 13,187 13,222
PP 13,154 13,177
S1 13,122 13,133

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

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