mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 13,744 13,813 69 0.5% 13,149
High 13,865 13,826 -39 -0.3% 13,482
Low 13,736 13,746 10 0.1% 13,035
Close 13,801 13,762 -39 -0.3% 13,454
Range 129 80 -49 -38.0% 447
ATR 200 191 -9 -4.3% 0
Volume 39,704 22,475 -17,229 -43.4% 769,223
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,018 13,970 13,806
R3 13,938 13,890 13,784
R2 13,858 13,858 13,777
R1 13,810 13,810 13,769 13,794
PP 13,778 13,778 13,778 13,770
S1 13,730 13,730 13,755 13,714
S2 13,698 13,698 13,747
S3 13,618 13,650 13,740
S4 13,538 13,570 13,718
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 13,865 13,335 530 3.9% 164 1.2% 81% False False 39,257
10 13,865 13,035 830 6.0% 176 1.3% 88% False False 105,230
20 13,865 13,035 830 6.0% 180 1.3% 88% False False 127,380
40 13,873 12,555 1,318 9.6% 233 1.7% 92% False False 200,757
60 14,097 12,555 1,542 11.2% 202 1.5% 78% False False 181,719
80 14,097 12,555 1,542 11.2% 190 1.4% 78% False False 162,347
100 14,097 12,555 1,542 11.2% 169 1.2% 78% False False 129,950
120 14,097 12,555 1,542 11.2% 150 1.1% 78% False False 108,296
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 14,166
2.618 14,036
1.618 13,956
1.000 13,906
0.618 13,876
HIGH 13,826
0.618 13,796
0.500 13,786
0.382 13,777
LOW 13,746
0.618 13,697
1.000 13,666
1.618 13,617
2.618 13,537
4.250 13,406
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 13,786 13,715
PP 13,778 13,667
S1 13,770 13,620

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

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