mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 13,560 13,399 -161 -1.2% 14,050
High 13,665 13,546 -119 -0.9% 14,131
Low 13,363 13,377 14 0.1% 13,363
Close 13,380 13,508 128 1.0% 13,380
Range 302 169 -133 -44.0% 768
ATR 139 142 2 1.5% 0
Volume 64 55 -9 -14.1% 279
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 13,984 13,915 13,601
R3 13,815 13,746 13,555
R2 13,646 13,646 13,539
R1 13,577 13,577 13,524 13,612
PP 13,477 13,477 13,477 13,494
S1 13,408 13,408 13,493 13,443
S2 13,308 13,308 13,477
S3 13,139 13,239 13,462
S4 12,970 13,070 13,415
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 14,100 13,363 737 5.5% 227 1.7% 20% False False 63
10 14,213 13,363 850 6.3% 152 1.1% 17% False False 53
20 14,213 13,363 850 6.3% 108 0.8% 17% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,264
2.618 13,989
1.618 13,820
1.000 13,715
0.618 13,651
HIGH 13,546
0.618 13,482
0.500 13,462
0.382 13,442
LOW 13,377
0.618 13,273
1.000 13,208
1.618 13,104
2.618 12,935
4.250 12,659
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 13,493 13,607
PP 13,477 13,574
S1 13,462 13,541

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

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