mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 13,800 13,560 -240 -1.7% 14,050
High 13,850 13,665 -185 -1.3% 14,131
Low 13,540 13,363 -177 -1.3% 13,363
Close 13,635 13,380 -255 -1.9% 13,380
Range 310 302 -8 -2.6% 768
ATR 127 139 13 9.8% 0
Volume 73 64 -9 -12.3% 279
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,375 14,180 13,546
R3 14,073 13,878 13,463
R2 13,771 13,771 13,435
R1 13,576 13,576 13,408 13,523
PP 13,469 13,469 13,469 13,443
S1 13,274 13,274 13,352 13,221
S2 13,167 13,167 13,325
S3 12,865 12,972 13,297
S4 12,563 12,670 13,214
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 15,929 15,422 13,803
R3 15,161 14,654 13,591
R2 14,393 14,393 13,521
R1 13,886 13,886 13,451 13,756
PP 13,625 13,625 13,625 13,559
S1 13,118 13,118 13,310 12,988
S2 12,857 12,857 13,239
S3 12,089 12,350 13,169
S4 11,321 11,582 12,958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,131 13,363 768 5.7% 211 1.6% 2% False True 55
10 14,213 13,363 850 6.4% 138 1.0% 2% False True 52
20 14,213 13,363 850 6.4% 99 0.7% 2% False True 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,949
2.618 14,456
1.618 14,154
1.000 13,967
0.618 13,852
HIGH 13,665
0.618 13,550
0.500 13,514
0.382 13,478
LOW 13,363
0.618 13,176
1.000 13,061
1.618 12,874
2.618 12,572
4.250 12,080
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 13,514 13,679
PP 13,469 13,579
S1 13,425 13,480

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

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