mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 12,898 12,951 53 0.4% 13,275
High 12,976 13,250 274 2.1% 13,383
Low 12,555 12,747 192 1.5% 12,555
Close 12,944 13,105 161 1.2% 13,105
Range 421 503 82 19.5% 828
ATR 247 265 18 7.4% 0
Volume 293,306 409,969 116,663 39.8% 1,509,423
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,543 14,327 13,382
R3 14,040 13,824 13,243
R2 13,537 13,537 13,197
R1 13,321 13,321 13,151 13,429
PP 13,034 13,034 13,034 13,088
S1 12,818 12,818 13,059 12,926
S2 12,531 12,531 13,013
S3 12,028 12,315 12,967
S4 11,525 11,812 12,828
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 15,498 15,130 13,561
R3 14,670 14,302 13,333
R2 13,842 13,842 13,257
R1 13,474 13,474 13,181 13,244
PP 13,014 13,014 13,014 12,900
S1 12,646 12,646 13,029 12,416
S2 12,186 12,186 12,953
S3 11,358 11,818 12,877
S4 10,530 10,990 12,650
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 6.3% 318 2.4% 66% False False 301,884
10 13,740 12,555 1,185 9.0% 302 2.3% 46% False False 292,737
20 14,045 12,555 1,490 11.4% 287 2.2% 37% False False 267,047
40 14,097 12,555 1,542 11.8% 214 1.6% 36% False False 207,669
60 14,097 12,555 1,542 11.8% 190 1.5% 36% False False 163,148
80 14,097 12,555 1,542 11.8% 162 1.2% 36% False False 122,392
100 14,097 12,411 1,686 12.9% 140 1.1% 41% False False 97,917
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 68
Widest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 15,388
2.618 14,567
1.618 14,064
1.000 13,753
0.618 13,561
HIGH 13,250
0.618 13,058
0.500 12,999
0.382 12,939
LOW 12,747
0.618 12,436
1.000 12,244
1.618 11,933
2.618 11,430
4.250 10,609
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 13,070 13,038
PP 13,034 12,970
S1 12,999 12,903

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

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