mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 13,351 13,091 -260 -1.9% 13,069
High 13,353 13,325 -28 -0.2% 13,418
Low 13,069 13,064 -5 0.0% 13,023
Close 13,095 13,311 216 1.6% 13,407
Range 284 261 -23 -8.1% 395
ATR 231 233 2 0.9% 0
Volume 112,736 166,064 53,328 47.3% 934,878
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,016 13,925 13,455
R3 13,755 13,664 13,383
R2 13,494 13,494 13,359
R1 13,403 13,403 13,335 13,449
PP 13,233 13,233 13,233 13,256
S1 13,142 13,142 13,287 13,188
S2 12,972 12,972 13,263
S3 12,711 12,881 13,239
S4 12,450 12,620 13,168
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 13,064 355 2.7% 202 1.5% 70% False True 134,728
10 13,419 12,555 864 6.5% 244 1.8% 88% False False 203,320
20 13,740 12,555 1,185 8.9% 254 1.9% 64% False False 241,521
40 14,097 12,555 1,542 11.6% 221 1.7% 49% False False 205,066
60 14,097 12,555 1,542 11.6% 201 1.5% 49% False False 185,178
80 14,097 12,555 1,542 11.6% 175 1.3% 49% False False 139,009
100 14,097 12,555 1,542 11.6% 153 1.2% 49% False False 111,215
120 14,097 12,320 1,777 13.3% 133 1.0% 56% False False 92,681
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,434
2.618 14,008
1.618 13,747
1.000 13,586
0.618 13,486
HIGH 13,325
0.618 13,225
0.500 13,195
0.382 13,164
LOW 13,064
0.618 12,903
1.000 12,803
1.618 12,642
2.618 12,381
4.250 11,955
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 13,272 13,288
PP 13,233 13,265
S1 13,195 13,242

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

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