mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 13,149 13,153 4 0.0% 13,363
High 13,222 13,339 117 0.9% 13,515
Low 13,035 13,142 107 0.8% 13,097
Close 13,158 13,321 163 1.2% 13,166
Range 187 197 10 5.3% 418
ATR 215 214 -1 -0.6% 0
Volume 206,605 194,134 -12,471 -6.0% 614,401
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,858 13,787 13,429
R3 13,661 13,590 13,375
R2 13,464 13,464 13,357
R1 13,393 13,393 13,339 13,429
PP 13,267 13,267 13,267 13,285
S1 13,196 13,196 13,303 13,232
S2 13,070 13,070 13,285
S3 12,873 12,999 13,267
S4 12,676 12,802 13,213
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 13,451 13,035 416 3.1% 194 1.5% 69% False False 171,186
10 13,515 13,035 480 3.6% 203 1.5% 60% False False 164,465
20 13,515 12,555 960 7.2% 223 1.7% 80% False False 191,983
40 14,097 12,555 1,542 11.6% 232 1.7% 50% False False 215,445
60 14,097 12,555 1,542 11.6% 202 1.5% 50% False False 191,663
80 14,097 12,555 1,542 11.6% 184 1.4% 50% False False 156,067
100 14,097 12,555 1,542 11.6% 163 1.2% 50% False False 124,873
120 14,097 12,411 1,686 12.7% 143 1.1% 54% False False 104,063
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,176
2.618 13,855
1.618 13,658
1.000 13,536
0.618 13,461
HIGH 13,339
0.618 13,264
0.500 13,241
0.382 13,217
LOW 13,142
0.618 13,020
1.000 12,945
1.618 12,823
2.618 12,626
4.250 12,305
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 13,294 13,282
PP 13,267 13,243
S1 13,241 13,204

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

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