mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 13,412 13,448 36 0.3% 13,149
High 13,480 13,459 -21 -0.2% 13,482
Low 13,335 13,371 36 0.3% 13,035
Close 13,454 13,407 -47 -0.3% 13,454
Range 145 88 -57 -39.3% 447
ATR 200 192 -8 -4.0% 0
Volume 56,661 35,416 -21,245 -37.5% 769,223
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,676 13,630 13,456
R3 13,588 13,542 13,431
R2 13,500 13,500 13,423
R1 13,454 13,454 13,415 13,433
PP 13,412 13,412 13,412 13,402
S1 13,366 13,366 13,399 13,345
S2 13,324 13,324 13,391
S3 13,236 13,278 13,383
S4 13,148 13,190 13,359
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 13,142 340 2.5% 142 1.1% 78% False False 119,606
10 13,515 13,035 480 3.6% 169 1.3% 78% False False 141,904
20 13,515 13,023 492 3.7% 176 1.3% 78% False False 154,984
40 14,045 12,555 1,490 11.1% 231 1.7% 57% False False 211,015
60 14,097 12,555 1,542 11.5% 201 1.5% 55% False False 190,108
80 14,097 12,555 1,542 11.5% 187 1.4% 55% False False 161,107
100 14,097 12,555 1,542 11.5% 165 1.2% 55% False False 128,910
120 14,097 12,411 1,686 12.6% 146 1.1% 59% False False 107,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 13,833
2.618 13,690
1.618 13,602
1.000 13,547
0.618 13,514
HIGH 13,459
0.618 13,426
0.500 13,415
0.382 13,405
LOW 13,371
0.618 13,317
1.000 13,283
1.618 13,229
2.618 13,141
4.250 12,997
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 13,415 13,402
PP 13,412 13,397
S1 13,410 13,393

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

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