mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 13,069 13,122 53 0.4% 13,275
High 13,220 13,224 4 0.0% 13,383
Low 13,023 13,078 55 0.4% 12,555
Close 13,149 13,117 -32 -0.2% 13,105
Range 197 146 -51 -25.9% 828
ATR 260 252 -8 -3.1% 0
Volume 284,709 189,031 -95,678 -33.6% 1,509,423
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,578 13,493 13,197
R3 13,432 13,347 13,157
R2 13,286 13,286 13,144
R1 13,201 13,201 13,131 13,171
PP 13,140 13,140 13,140 13,124
S1 13,055 13,055 13,104 13,025
S2 12,994 12,994 13,090
S3 12,848 12,909 13,077
S4 12,702 12,763 13,037
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 13,250 12,555 695 5.3% 309 2.4% 81% False False 284,489
10 13,740 12,555 1,185 9.0% 279 2.1% 47% False False 286,000
20 13,886 12,555 1,331 10.1% 285 2.2% 42% False False 275,079
40 14,097 12,555 1,542 11.8% 213 1.6% 36% False False 209,199
60 14,097 12,555 1,542 11.8% 192 1.5% 36% False False 171,034
80 14,097 12,555 1,542 11.8% 165 1.3% 36% False False 128,313
100 14,097 12,545 1,552 11.8% 142 1.1% 37% False False 102,654
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 64
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,845
2.618 13,606
1.618 13,460
1.000 13,370
0.618 13,314
HIGH 13,224
0.618 13,168
0.500 13,151
0.382 13,134
LOW 13,078
0.618 12,988
1.000 12,932
1.618 12,842
2.618 12,696
4.250 12,458
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 13,151 13,078
PP 13,140 13,038
S1 13,128 12,999

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

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