mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 13,302 13,248 -54 -0.4% 13,069
High 13,379 13,418 39 0.3% 13,418
Low 13,202 13,216 14 0.1% 13,023
Close 13,261 13,407 146 1.1% 13,407
Range 177 202 25 14.1% 395
ATR 241 238 -3 -1.2% 0
Volume 147,460 131,125 -16,335 -11.1% 934,878
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,953 13,882 13,518
R3 13,751 13,680 13,463
R2 13,549 13,549 13,444
R1 13,478 13,478 13,426 13,514
PP 13,347 13,347 13,347 13,365
S1 13,276 13,276 13,389 13,312
S2 13,145 13,145 13,370
S3 12,943 13,074 13,352
S4 12,741 12,872 13,296
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,468 14,332 13,624
R3 14,073 13,937 13,516
R2 13,678 13,678 13,480
R1 13,542 13,542 13,443 13,610
PP 13,283 13,283 13,283 13,317
S1 13,147 13,147 13,371 13,215
S2 12,888 12,888 13,335
S3 12,493 12,752 13,299
S4 12,098 12,357 13,190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,418 13,023 395 2.9% 178 1.3% 97% True False 186,975
10 13,418 12,555 863 6.4% 248 1.8% 99% True False 244,430
20 13,740 12,555 1,185 8.8% 264 2.0% 72% False False 259,184
40 14,097 12,555 1,542 11.5% 216 1.6% 55% False False 205,909
60 14,097 12,555 1,542 11.5% 195 1.5% 55% False False 178,622
80 14,097 12,555 1,542 11.5% 169 1.3% 55% False False 134,074
100 14,097 12,555 1,542 11.5% 147 1.1% 55% False False 107,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 66
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,277
2.618 13,947
1.618 13,745
1.000 13,620
0.618 13,543
HIGH 13,418
0.618 13,341
0.500 13,317
0.382 13,293
LOW 13,216
0.618 13,091
1.000 13,014
1.618 12,889
2.618 12,687
4.250 12,358
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 13,377 13,360
PP 13,347 13,314
S1 13,317 13,267

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

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