mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 13,330 13,412 82 0.6% 13,149
High 13,482 13,480 -2 0.0% 13,482
Low 13,303 13,335 32 0.2% 13,035
Close 13,436 13,454 18 0.1% 13,454
Range 179 145 -34 -19.0% 447
ATR 204 200 -4 -2.1% 0
Volume 148,249 56,661 -91,588 -61.8% 769,223
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,858 13,801 13,534
R3 13,713 13,656 13,494
R2 13,568 13,568 13,481
R1 13,511 13,511 13,467 13,540
PP 13,423 13,423 13,423 13,437
S1 13,366 13,366 13,441 13,395
S2 13,278 13,278 13,428
S3 13,133 13,221 13,414
S4 12,988 13,076 13,374
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,665 14,506 13,700
R3 14,218 14,059 13,577
R2 13,771 13,771 13,536
R1 13,612 13,612 13,495 13,692
PP 13,324 13,324 13,324 13,363
S1 13,165 13,165 13,413 13,245
S2 12,877 12,877 13,372
S3 12,430 12,718 13,331
S4 11,983 12,271 13,208
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% 162 1.2% 94% False False 153,844
10 13,515 13,035 480 3.6% 178 1.3% 87% False False 157,238
20 13,515 12,747 768 5.7% 197 1.5% 92% False False 173,712
40 14,077 12,555 1,522 11.3% 234 1.7% 59% False False 213,282
60 14,097 12,555 1,542 11.5% 203 1.5% 58% False False 192,576
80 14,097 12,555 1,542 11.5% 187 1.4% 58% False False 160,666
100 14,097 12,555 1,542 11.5% 165 1.2% 58% False False 128,556
120 14,097 12,411 1,686 12.5% 146 1.1% 62% False False 107,133
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,096
2.618 13,860
1.618 13,715
1.000 13,625
0.618 13,570
HIGH 13,480
0.618 13,425
0.500 13,408
0.382 13,391
LOW 13,335
0.618 13,246
1.000 13,190
1.618 13,101
2.618 12,956
4.250 12,719
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 13,439 13,428
PP 13,423 13,403
S1 13,408 13,377

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

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