mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 13,091 13,318 227 1.7% 13,069
High 13,325 13,340 15 0.1% 13,418
Low 13,064 13,205 141 1.1% 13,023
Close 13,311 13,279 -32 -0.2% 13,407
Range 261 135 -126 -48.3% 395
ATR 233 226 -7 -3.0% 0
Volume 166,064 161,960 -4,104 -2.5% 934,878
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,680 13,614 13,353
R3 13,545 13,479 13,316
R2 13,410 13,410 13,304
R1 13,344 13,344 13,292 13,310
PP 13,275 13,275 13,275 13,257
S1 13,209 13,209 13,267 13,175
S2 13,140 13,140 13,254
S3 13,005 13,074 13,242
S4 12,870 12,939 13,205
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% 193 1.5% 61% False False 137,628
10 13,419 12,747 672 5.1% 216 1.6% 79% False False 190,186
20 13,740 12,555 1,185 8.9% 251 1.9% 61% False False 232,394
40 14,097 12,555 1,542 11.6% 222 1.7% 47% False False 207,811
60 14,097 12,555 1,542 11.6% 201 1.5% 47% False False 187,838
80 14,097 12,555 1,542 11.6% 176 1.3% 47% False False 141,033
100 14,097 12,555 1,542 11.6% 155 1.2% 47% False False 112,835
120 14,097 12,320 1,777 13.4% 134 1.0% 54% False False 94,030
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 47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,914
2.618 13,694
1.618 13,559
1.000 13,475
0.618 13,424
HIGH 13,340
0.618 13,289
0.500 13,273
0.382 13,257
LOW 13,205
0.618 13,122
1.000 13,070
1.618 12,987
2.618 12,852
4.250 12,631
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 13,277 13,256
PP 13,275 13,232
S1 13,273 13,209

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

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