mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 13,290 13,363 73 0.5% 13,401
High 13,454 13,515 61 0.5% 13,454
Low 13,276 13,311 35 0.3% 13,064
Close 13,364 13,456 92 0.7% 13,364
Range 178 204 26 14.6% 390
ATR 223 222 -1 -0.6% 0
Volume 188,756 159,208 -29,548 -15.7% 745,772
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,039 13,952 13,568
R3 13,835 13,748 13,512
R2 13,631 13,631 13,494
R1 13,544 13,544 13,475 13,588
PP 13,427 13,427 13,427 13,449
S1 13,340 13,340 13,437 13,384
S2 13,223 13,223 13,419
S3 13,019 13,136 13,400
S4 12,815 12,932 13,344
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 13,515 13,064 451 3.4% 213 1.6% 87% True False 157,744
10 13,515 13,064 451 3.4% 184 1.4% 87% True False 155,514
20 13,740 12,555 1,185 8.8% 238 1.8% 76% False False 224,976
40 14,097 12,555 1,542 11.5% 228 1.7% 58% False False 211,583
60 14,097 12,555 1,542 11.5% 198 1.5% 58% False False 190,825
80 14,097 12,555 1,542 11.5% 178 1.3% 58% False False 145,381
100 14,097 12,555 1,542 11.5% 158 1.2% 58% False False 116,314
120 14,097 12,320 1,777 13.2% 137 1.0% 64% False False 96,930
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 29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,382
2.618 14,049
1.618 13,845
1.000 13,719
0.618 13,641
HIGH 13,515
0.618 13,437
0.500 13,413
0.382 13,389
LOW 13,311
0.618 13,185
1.000 13,107
1.618 12,981
2.618 12,777
4.250 12,444
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 13,442 13,424
PP 13,427 13,392
S1 13,413 13,360

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

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