mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 13,122 13,116 -6 0.0% 13,275
High 13,224 13,285 61 0.5% 13,383
Low 13,078 13,116 38 0.3% 12,555
Close 13,117 13,275 158 1.2% 13,105
Range 146 169 23 15.8% 828
ATR 252 246 -6 -2.4% 0
Volume 189,031 182,553 -6,478 -3.4% 1,509,423
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,732 13,673 13,368
R3 13,563 13,504 13,322
R2 13,394 13,394 13,306
R1 13,335 13,335 13,291 13,365
PP 13,225 13,225 13,225 13,240
S1 13,166 13,166 13,260 13,196
S2 13,056 13,056 13,244
S3 12,887 12,997 13,229
S4 12,718 12,828 13,182
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 13,285 12,555 730 5.5% 287 2.2% 99% True False 271,913
10 13,710 12,555 1,155 8.7% 275 2.1% 62% False False 276,747
20 13,873 12,555 1,318 9.9% 286 2.2% 55% False False 274,134
40 14,097 12,555 1,542 11.6% 213 1.6% 47% False False 208,888
60 14,097 12,555 1,542 11.6% 193 1.5% 47% False False 174,003
80 14,097 12,555 1,542 11.6% 167 1.3% 47% False False 130,593
100 14,097 12,555 1,542 11.6% 144 1.1% 47% False False 104,479
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,003
2.618 13,728
1.618 13,559
1.000 13,454
0.618 13,390
HIGH 13,285
0.618 13,221
0.500 13,201
0.382 13,181
LOW 13,116
0.618 13,012
1.000 12,947
1.618 12,843
2.618 12,674
4.250 12,398
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 13,250 13,235
PP 13,225 13,194
S1 13,201 13,154

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

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