mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 13,401 13,351 -50 -0.4% 13,069
High 13,419 13,353 -66 -0.5% 13,418
Low 13,336 13,069 -267 -2.0% 13,023
Close 13,352 13,095 -257 -1.9% 13,407
Range 83 284 201 242.2% 395
ATR 227 231 4 1.8% 0
Volume 116,256 112,736 -3,520 -3.0% 934,878
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,024 13,844 13,251
R3 13,740 13,560 13,173
R2 13,456 13,456 13,147
R1 13,276 13,276 13,121 13,224
PP 13,172 13,172 13,172 13,147
S1 12,992 12,992 13,069 12,940
S2 12,888 12,888 13,043
S3 12,604 12,708 13,017
S4 12,320 12,424 12,939
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 13,069 350 2.7% 183 1.4% 7% False True 138,026
10 13,419 12,555 864 6.6% 246 1.9% 63% False False 211,257
20 13,740 12,555 1,185 9.0% 257 2.0% 46% False False 245,767
40 14,097 12,555 1,542 11.8% 216 1.6% 35% False False 203,610
60 14,097 12,555 1,542 11.8% 199 1.5% 35% False False 182,422
80 14,097 12,555 1,542 11.8% 172 1.3% 35% False False 136,935
100 14,097 12,555 1,542 11.8% 151 1.2% 35% False False 109,555
120 14,097 12,320 1,777 13.6% 131 1.0% 44% False False 91,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 59
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 14,560
2.618 14,097
1.618 13,813
1.000 13,637
0.618 13,529
HIGH 13,353
0.618 13,245
0.500 13,211
0.382 13,178
LOW 13,069
0.618 12,894
1.000 12,785
1.618 12,610
2.618 12,326
4.250 11,862
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 13,211 13,244
PP 13,172 13,194
S1 13,134 13,145

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

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