mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 13,445 13,332 -113 -0.8% 13,401
High 13,451 13,417 -34 -0.3% 13,454
Low 13,267 13,293 26 0.2% 13,064
Close 13,343 13,378 35 0.3% 13,364
Range 184 124 -60 -32.6% 390
ATR 219 212 -7 -3.1% 0
Volume 137,730 174,005 36,275 26.3% 745,772
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,735 13,680 13,446
R3 13,611 13,556 13,412
R2 13,487 13,487 13,401
R1 13,432 13,432 13,389 13,460
PP 13,363 13,363 13,363 13,376
S1 13,308 13,308 13,367 13,336
S2 13,239 13,239 13,355
S3 13,115 13,184 13,344
S4 12,991 13,060 13,310
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 13,205 310 2.3% 165 1.2% 56% False False 164,331
10 13,515 13,064 451 3.4% 183 1.4% 70% False False 149,530
20 13,710 12,555 1,155 8.6% 229 1.7% 71% False False 213,138
40 14,097 12,555 1,542 11.5% 228 1.7% 53% False False 212,557
60 14,097 12,555 1,542 11.5% 199 1.5% 53% False False 191,037
80 14,097 12,555 1,542 11.5% 180 1.3% 53% False False 149,275
100 14,097 12,555 1,542 11.5% 159 1.2% 53% False False 119,432
120 14,097 12,411 1,686 12.6% 139 1.0% 57% False False 99,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,944
2.618 13,742
1.618 13,618
1.000 13,541
0.618 13,494
HIGH 13,417
0.618 13,370
0.500 13,355
0.382 13,340
LOW 13,293
0.618 13,216
1.000 13,169
1.618 13,092
2.618 12,968
4.250 12,766
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 13,370 13,391
PP 13,363 13,387
S1 13,355 13,382

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

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