mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary
Previous Current
30-Aug-2007 31-Aug-2007 Change Change % Previous Week
Open 13,318 13,290 -28 -0.2% 13,401
High 13,340 13,454 114 0.9% 13,454
Low 13,205 13,276 71 0.5% 13,064
Close 13,279 13,364 85 0.6% 13,364
Range 135 178 43 31.9% 390
ATR 226 223 -3 -1.5% 0
Volume 161,960 188,756 26,796 16.5% 745,772
Daily Pivots for day following 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,899 13,809 13,462
R3 13,721 13,631 13,413
R2 13,543 13,543 13,397
R1 13,453 13,453 13,380 13,498
PP 13,365 13,365 13,365 13,387
S1 13,275 13,275 13,348 13,320
S2 13,187 13,187 13,331
S3 13,009 13,097 13,315
S4 12,831 12,919 13,266
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,464 14,304 13,579
R3 14,074 13,914 13,471
R2 13,684 13,684 13,436
R1 13,524 13,524 13,400 13,409
PP 13,294 13,294 13,294 13,237
S1 13,134 13,134 13,328 13,019
S2 12,904 12,904 13,293
S3 12,514 12,744 13,257
S4 12,124 12,354 13,150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,454 13,064 390 2.9% 188 1.4% 77% True False 149,154
10 13,454 13,023 431 3.2% 183 1.4% 79% True False 168,065
20 13,740 12,555 1,185 8.9% 243 1.8% 68% False False 230,401
40 14,097 12,555 1,542 11.5% 224 1.7% 52% False False 210,162
60 14,097 12,555 1,542 11.5% 199 1.5% 52% False False 190,832
80 14,097 12,555 1,542 11.5% 177 1.3% 52% False False 143,392
100 14,097 12,555 1,542 11.5% 156 1.2% 52% False False 114,722
120 14,097 12,320 1,777 13.3% 136 1.0% 59% False False 95,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,211
2.618 13,920
1.618 13,742
1.000 13,632
0.618 13,564
HIGH 13,454
0.618 13,386
0.500 13,365
0.382 13,344
LOW 13,276
0.618 13,166
1.000 13,098
1.618 12,988
2.618 12,810
4.250 12,520
Fisher Pivots for day following 31-Aug-2007
Pivot 1 day 3 day
R1 13,365 13,329
PP 13,365 13,294
S1 13,364 13,259

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

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