mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 12-Jul-2007
Day Change Summary
Previous Current
11-Jul-2007 12-Jul-2007 Change Change % Previous Week
Open 13,699 13,827 128 0.9% 13,724
High 13,740 14,068 328 2.4% 13,820
Low 13,660 13,826 166 1.2% 13,724
Close 13,774 14,020 246 1.8% 13,804
Range 80 242 162 202.5% 96
ATR 80 95 15 19.1% 0
Volume 12 16 4 33.3% 18
Daily Pivots for day following 12-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,697 14,601 14,153
R3 14,455 14,359 14,087
R2 14,213 14,213 14,064
R1 14,117 14,117 14,042 14,165
PP 13,971 13,971 13,971 13,996
S1 13,875 13,875 13,998 13,923
S2 13,729 13,729 13,976
S3 13,487 13,633 13,954
S4 13,245 13,391 13,887
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,071 14,033 13,857
R3 13,975 13,937 13,831
R2 13,879 13,879 13,822
R1 13,841 13,841 13,813 13,860
PP 13,783 13,783 13,783 13,792
S1 13,745 13,745 13,795 13,764
S2 13,687 13,687 13,787
S3 13,591 13,649 13,778
S4 13,495 13,553 13,751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,068 13,660 408 2.9% 106 0.8% 88% True False 10
10 14,068 13,525 543 3.9% 69 0.5% 91% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 15,097
2.618 14,702
1.618 14,460
1.000 14,310
0.618 14,218
HIGH 14,068
0.618 13,976
0.500 13,947
0.382 13,919
LOW 13,826
0.618 13,677
1.000 13,584
1.618 13,435
2.618 13,193
4.250 12,798
Fisher Pivots for day following 12-Jul-2007
Pivot 1 day 3 day
R1 13,996 13,968
PP 13,971 13,916
S1 13,947 13,864

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

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