mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 13,368 13,149 -219 -1.6% 13,363
High 13,372 13,222 -150 -1.1% 13,515
Low 13,097 13,035 -62 -0.5% 13,097
Close 13,166 13,158 -8 -0.1% 13,166
Range 275 187 -88 -32.0% 418
ATR 217 215 -2 -1.0% 0
Volume 143,458 206,605 63,147 44.0% 614,401
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,699 13,616 13,261
R3 13,512 13,429 13,210
R2 13,325 13,325 13,192
R1 13,242 13,242 13,175 13,284
PP 13,138 13,138 13,138 13,159
S1 13,055 13,055 13,141 13,097
S2 12,951 12,951 13,124
S3 12,764 12,868 13,107
S4 12,577 12,681 13,055
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 13,035 480 3.6% 195 1.5% 26% False True 164,201
10 13,515 13,035 480 3.6% 192 1.5% 26% False True 156,677
20 13,515 12,555 960 7.3% 220 1.7% 63% False False 200,553
40 14,097 12,555 1,542 11.7% 230 1.7% 39% False False 213,208
60 14,097 12,555 1,542 11.7% 201 1.5% 39% False False 190,810
80 14,097 12,555 1,542 11.7% 182 1.4% 39% False False 153,643
100 14,097 12,555 1,542 11.7% 162 1.2% 39% False False 122,932
120 14,097 12,411 1,686 12.8% 142 1.1% 44% False False 102,445
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,017
2.618 13,712
1.618 13,525
1.000 13,409
0.618 13,338
HIGH 13,222
0.618 13,151
0.500 13,129
0.382 13,107
LOW 13,035
0.618 12,920
1.000 12,848
1.618 12,733
2.618 12,546
4.250 12,240
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 13,148 13,226
PP 13,138 13,203
S1 13,129 13,181

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

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