mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 13,332 13,368 36 0.3% 13,363
High 13,417 13,372 -45 -0.3% 13,515
Low 13,293 13,097 -196 -1.5% 13,097
Close 13,378 13,166 -212 -1.6% 13,166
Range 124 275 151 121.8% 418
ATR 212 217 5 2.3% 0
Volume 174,005 143,458 -30,547 -17.6% 614,401
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,037 13,876 13,317
R3 13,762 13,601 13,242
R2 13,487 13,487 13,217
R1 13,326 13,326 13,191 13,269
PP 13,212 13,212 13,212 13,183
S1 13,051 13,051 13,141 12,994
S2 12,937 12,937 13,116
S3 12,662 12,776 13,091
S4 12,387 12,501 13,015
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,513 14,258 13,396
R3 14,095 13,840 13,281
R2 13,677 13,677 13,243
R1 13,422 13,422 13,204 13,341
PP 13,259 13,259 13,259 13,219
S1 13,004 13,004 13,128 12,923
S2 12,841 12,841 13,089
S3 12,423 12,586 13,051
S4 12,005 12,168 12,936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,515 13,097 418 3.2% 193 1.5% 17% False True 160,631
10 13,515 13,064 451 3.4% 193 1.5% 23% False False 149,129
20 13,515 12,555 960 7.3% 223 1.7% 64% False False 207,656
40 14,097 12,555 1,542 11.7% 227 1.7% 40% False False 211,984
60 14,097 12,555 1,542 11.7% 200 1.5% 40% False False 190,127
80 14,097 12,555 1,542 11.7% 181 1.4% 40% False False 151,067
100 14,097 12,555 1,542 11.7% 161 1.2% 40% False False 120,866
120 14,097 12,411 1,686 12.8% 141 1.1% 45% False False 100,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 14,541
2.618 14,092
1.618 13,817
1.000 13,647
0.618 13,542
HIGH 13,372
0.618 13,267
0.500 13,235
0.382 13,202
LOW 13,097
0.618 12,927
1.000 12,822
1.618 12,652
2.618 12,377
4.250 11,928
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 13,235 13,274
PP 13,212 13,238
S1 13,189 13,202

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

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