mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 13,067 12,898 -169 -1.3% 13,243
High 13,159 12,976 -183 -1.4% 13,740
Low 12,880 12,555 -325 -2.5% 13,107
Close 12,921 12,944 23 0.2% 13,237
Range 279 421 142 50.9% 633
ATR 233 247 13 5.7% 0
Volume 245,430 293,306 47,876 19.5% 1,417,954
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,088 13,937 13,176
R3 13,667 13,516 13,060
R2 13,246 13,246 13,021
R1 13,095 13,095 12,983 13,171
PP 12,825 12,825 12,825 12,863
S1 12,674 12,674 12,906 12,750
S2 12,404 12,404 12,867
S3 11,983 12,253 12,828
S4 11,562 11,832 12,713
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 13,383 12,555 828 6.4% 269 2.1% 47% False True 289,621
10 13,740 12,555 1,185 9.2% 286 2.2% 33% False True 274,603
20 14,077 12,555 1,522 11.8% 272 2.1% 26% False True 252,852
40 14,097 12,555 1,542 11.9% 206 1.6% 25% False True 202,008
60 14,097 12,555 1,542 11.9% 184 1.4% 25% False True 156,317
80 14,097 12,555 1,542 11.9% 157 1.2% 25% False True 117,268
100 14,097 12,411 1,686 13.0% 136 1.0% 32% False False 93,817
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 49
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 14,765
2.618 14,078
1.618 13,657
1.000 13,397
0.618 13,236
HIGH 12,976
0.618 12,815
0.500 12,766
0.382 12,716
LOW 12,555
0.618 12,295
1.000 12,134
1.618 11,874
2.618 11,453
4.250 10,766
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 12,885 12,941
PP 12,825 12,937
S1 12,766 12,934

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

View Archives - Comment on this page... - Back to Index of Symbols