mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 13,248 13,401 153 1.2% 13,069
High 13,418 13,419 1 0.0% 13,418
Low 13,216 13,336 120 0.9% 13,023
Close 13,407 13,352 -55 -0.4% 13,407
Range 202 83 -119 -58.9% 395
ATR 238 227 -11 -4.7% 0
Volume 131,125 116,256 -14,869 -11.3% 934,878
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,618 13,568 13,398
R3 13,535 13,485 13,375
R2 13,452 13,452 13,367
R1 13,402 13,402 13,360 13,386
PP 13,369 13,369 13,369 13,361
S1 13,319 13,319 13,345 13,303
S2 13,286 13,286 13,337
S3 13,203 13,236 13,329
S4 13,120 13,153 13,306
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 13,419 13,078 341 2.6% 156 1.2% 80% True False 153,285
10 13,419 12,555 864 6.5% 243 1.8% 92% True False 219,501
20 13,740 12,555 1,185 8.9% 259 1.9% 67% False False 251,098
40 14,097 12,555 1,542 11.5% 212 1.6% 52% False False 205,302
60 14,097 12,555 1,542 11.5% 196 1.5% 52% False False 180,552
80 14,097 12,555 1,542 11.5% 169 1.3% 52% False False 135,527
100 14,097 12,555 1,542 11.5% 148 1.1% 52% False False 108,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 65
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 13,772
2.618 13,636
1.618 13,553
1.000 13,502
0.618 13,470
HIGH 13,419
0.618 13,387
0.500 13,378
0.382 13,368
LOW 13,336
0.618 13,285
1.000 13,253
1.618 13,202
2.618 13,119
4.250 12,983
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 13,378 13,338
PP 13,369 13,324
S1 13,361 13,311

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

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