mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 13,153 13,307 154 1.2% 13,363
High 13,339 13,374 35 0.3% 13,515
Low 13,142 13,272 130 1.0% 13,097
Close 13,321 13,330 9 0.1% 13,166
Range 197 102 -95 -48.2% 418
ATR 214 206 -8 -3.7% 0
Volume 194,134 163,574 -30,560 -15.7% 614,401
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,631 13,583 13,386
R3 13,529 13,481 13,358
R2 13,427 13,427 13,349
R1 13,379 13,379 13,339 13,403
PP 13,325 13,325 13,325 13,338
S1 13,277 13,277 13,321 13,301
S2 13,223 13,223 13,311
S3 13,121 13,175 13,302
S4 13,019 13,073 13,274
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 13,417 13,035 382 2.9% 177 1.3% 77% False False 176,355
10 13,515 13,035 480 3.6% 185 1.4% 61% False False 169,549
20 13,515 12,555 960 7.2% 216 1.6% 81% False False 190,403
40 14,089 12,555 1,534 11.5% 232 1.7% 51% False False 216,536
60 14,097 12,555 1,542 11.6% 202 1.5% 50% False False 192,522
80 14,097 12,555 1,542 11.6% 184 1.4% 50% False False 158,109
100 14,097 12,555 1,542 11.6% 163 1.2% 50% False False 126,508
120 14,097 12,411 1,686 12.6% 144 1.1% 55% False False 105,426
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 28
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 13,808
2.618 13,641
1.618 13,539
1.000 13,476
0.618 13,437
HIGH 13,374
0.618 13,335
0.500 13,323
0.382 13,311
LOW 13,272
0.618 13,209
1.000 13,170
1.618 13,107
2.618 13,005
4.250 12,839
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 13,328 13,288
PP 13,325 13,246
S1 13,323 13,205

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

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