mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 12,951 13,069 118 0.9% 13,275
High 13,250 13,220 -30 -0.2% 13,383
Low 12,747 13,023 276 2.2% 12,555
Close 13,105 13,149 44 0.3% 13,105
Range 503 197 -306 -60.8% 828
ATR 265 260 -5 -1.8% 0
Volume 409,969 284,709 -125,260 -30.6% 1,509,423
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,722 13,632 13,257
R3 13,525 13,435 13,203
R2 13,328 13,328 13,185
R1 13,238 13,238 13,167 13,283
PP 13,131 13,131 13,131 13,153
S1 13,041 13,041 13,131 13,086
S2 12,934 12,934 13,113
S3 12,737 12,844 13,095
S4 12,540 12,647 13,041
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 13,313 12,555 758 5.8% 331 2.5% 78% False False 285,718
10 13,740 12,555 1,185 9.0% 291 2.2% 50% False False 294,437
20 14,028 12,555 1,473 11.2% 291 2.2% 40% False False 271,470
40 14,097 12,555 1,542 11.7% 214 1.6% 39% False False 209,392
60 14,097 12,555 1,542 11.7% 190 1.4% 39% False False 167,889
80 14,097 12,555 1,542 11.7% 164 1.2% 39% False False 125,950
100 14,097 12,517 1,580 12.0% 141 1.1% 40% False False 100,764
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 68
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,057
2.618 13,736
1.618 13,539
1.000 13,417
0.618 13,342
HIGH 13,220
0.618 13,145
0.500 13,122
0.382 13,098
LOW 13,023
0.618 12,901
1.000 12,826
1.618 12,704
2.618 12,507
4.250 12,186
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 13,140 13,067
PP 13,131 12,985
S1 13,122 12,903

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

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