mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 13,307 13,330 23 0.2% 13,363
High 13,374 13,482 108 0.8% 13,515
Low 13,272 13,303 31 0.2% 13,097
Close 13,330 13,436 106 0.8% 13,166
Range 102 179 77 75.5% 418
ATR 206 204 -2 -0.9% 0
Volume 163,574 148,249 -15,325 -9.4% 614,401
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,944 13,869 13,535
R3 13,765 13,690 13,485
R2 13,586 13,586 13,469
R1 13,511 13,511 13,453 13,549
PP 13,407 13,407 13,407 13,426
S1 13,332 13,332 13,420 13,370
S2 13,228 13,228 13,403
S3 13,049 13,153 13,387
S4 12,870 12,974 13,338
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 13,482 13,035 447 3.3% 188 1.4% 90% True False 171,204
10 13,515 13,035 480 3.6% 177 1.3% 84% False False 167,767
20 13,515 12,555 960 7.1% 211 1.6% 92% False False 185,544
40 14,089 12,555 1,534 11.4% 233 1.7% 57% False False 216,937
60 14,097 12,555 1,542 11.5% 204 1.5% 57% False False 193,492
80 14,097 12,555 1,542 11.5% 186 1.4% 57% False False 159,960
100 14,097 12,555 1,542 11.5% 164 1.2% 57% False False 127,990
120 14,097 12,411 1,686 12.5% 145 1.1% 61% False False 106,661
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 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,243
2.618 13,951
1.618 13,772
1.000 13,661
0.618 13,593
HIGH 13,482
0.618 13,414
0.500 13,393
0.382 13,372
LOW 13,303
0.618 13,193
1.000 13,124
1.618 13,014
2.618 12,835
4.250 12,542
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 13,422 13,395
PP 13,407 13,353
S1 13,393 13,312

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

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