mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 13,363 13,445 82 0.6% 13,401
High 13,515 13,451 -64 -0.5% 13,454
Low 13,311 13,267 -44 -0.3% 13,064
Close 13,456 13,343 -113 -0.8% 13,364
Range 204 184 -20 -9.8% 390
ATR 222 219 -2 -1.1% 0
Volume 159,208 137,730 -21,478 -13.5% 745,772
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,906 13,808 13,444
R3 13,722 13,624 13,394
R2 13,538 13,538 13,377
R1 13,440 13,440 13,360 13,397
PP 13,354 13,354 13,354 13,332
S1 13,256 13,256 13,326 13,213
S2 13,170 13,170 13,309
S3 12,986 13,072 13,293
S4 12,802 12,888 13,242
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% 193 1.4% 62% False False 162,743
10 13,515 13,064 451 3.4% 188 1.4% 62% False False 150,384
20 13,740 12,555 1,185 8.9% 234 1.7% 66% False False 218,192
40 14,097 12,555 1,542 11.6% 228 1.7% 51% False False 212,441
60 14,097 12,555 1,542 11.6% 200 1.5% 51% False False 190,354
80 14,097 12,555 1,542 11.6% 179 1.3% 51% False False 147,102
100 14,097 12,555 1,542 11.6% 159 1.2% 51% False False 117,692
120 14,097 12,320 1,777 13.3% 139 1.0% 58% False False 98,078
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,233
2.618 13,933
1.618 13,749
1.000 13,635
0.618 13,565
HIGH 13,451
0.618 13,381
0.500 13,359
0.382 13,337
LOW 13,267
0.618 13,153
1.000 13,083
1.618 12,969
2.618 12,785
4.250 12,485
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 13,359 13,391
PP 13,354 13,375
S1 13,348 13,359

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

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