mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 13,936 13,800 -136 -1.0% 14,130
High 13,994 13,850 -144 -1.0% 14,213
Low 13,862 13,540 -322 -2.3% 14,045
Close 13,943 13,635 -308 -2.2% 14,042
Range 132 310 178 134.8% 168
ATR 106 127 21 20.1% 0
Volume 70 73 3 4.3% 249
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,605 14,430 13,806
R3 14,295 14,120 13,720
R2 13,985 13,985 13,692
R1 13,810 13,810 13,664 13,743
PP 13,675 13,675 13,675 13,641
S1 13,500 13,500 13,607 13,433
S2 13,365 13,365 13,578
S3 13,055 13,190 13,550
S4 12,745 12,880 13,465
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,604 14,491 14,135
R3 14,436 14,323 14,088
R2 14,268 14,268 14,073
R1 14,155 14,155 14,058 14,128
PP 14,100 14,100 14,100 14,086
S1 13,987 13,987 14,027 13,960
S2 13,932 13,932 14,011
S3 13,764 13,819 13,996
S4 13,596 13,651 13,950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,131 13,540 591 4.3% 168 1.2% 16% False True 52
10 14,213 13,540 673 4.9% 112 0.8% 14% False True 50
20 14,213 13,525 688 5.0% 91 0.7% 16% False False 28
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 18
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 15,168
2.618 14,662
1.618 14,352
1.000 14,160
0.618 14,042
HIGH 13,850
0.618 13,732
0.500 13,695
0.382 13,659
LOW 13,540
0.618 13,349
1.000 13,230
1.618 13,039
2.618 12,729
4.250 12,223
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 13,695 13,820
PP 13,675 13,758
S1 13,655 13,697

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

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