mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 13,116 13,302 186 1.4% 13,275
High 13,285 13,379 94 0.7% 13,383
Low 13,116 13,202 86 0.7% 12,555
Close 13,275 13,261 -14 -0.1% 13,105
Range 169 177 8 4.7% 828
ATR 246 241 -5 -2.0% 0
Volume 182,553 147,460 -35,093 -19.2% 1,509,423
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,812 13,713 13,358
R3 13,635 13,536 13,310
R2 13,458 13,458 13,294
R1 13,359 13,359 13,277 13,320
PP 13,281 13,281 13,281 13,261
S1 13,182 13,182 13,245 13,143
S2 13,104 13,104 13,229
S3 12,927 13,005 13,212
S4 12,750 12,828 13,164
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 13,379 12,747 632 4.8% 239 1.8% 81% True False 242,744
10 13,383 12,555 828 6.2% 254 1.9% 85% False False 266,182
20 13,740 12,555 1,185 8.9% 270 2.0% 60% False False 269,892
40 14,097 12,555 1,542 11.6% 213 1.6% 46% False False 207,116
60 14,097 12,555 1,542 11.6% 193 1.5% 46% False False 176,452
80 14,097 12,555 1,542 11.6% 168 1.3% 46% False False 132,436
100 14,097 12,555 1,542 11.6% 145 1.1% 46% False False 105,954
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 69
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,131
2.618 13,843
1.618 13,666
1.000 13,556
0.618 13,489
HIGH 13,379
0.618 13,312
0.500 13,291
0.382 13,270
LOW 13,202
0.618 13,093
1.000 13,025
1.618 12,916
2.618 12,739
4.250 12,450
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 13,291 13,250
PP 13,281 13,239
S1 13,271 13,229

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

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