mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 31-Jul-2007
Day Change Summary
Previous Current
30-Jul-2007 31-Jul-2007 Change Change % Previous Week
Open 13,399 13,595 196 1.5% 14,050
High 13,546 13,635 89 0.7% 14,131
Low 13,377 13,369 -8 -0.1% 13,363
Close 13,508 13,372 -136 -1.0% 13,380
Range 169 266 97 57.4% 768
ATR 142 150 9 6.3% 0
Volume 55 48 -7 -12.7% 279
Daily Pivots for day following 31-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,257 14,080 13,518
R3 13,991 13,814 13,445
R2 13,725 13,725 13,421
R1 13,548 13,548 13,397 13,504
PP 13,459 13,459 13,459 13,436
S1 13,282 13,282 13,348 13,238
S2 13,193 13,193 13,323
S3 12,927 13,016 13,299
S4 12,661 12,750 13,226
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 13,994 13,363 631 4.7% 236 1.8% 1% False False 62
10 14,213 13,363 850 6.4% 172 1.3% 1% False False 56
20 14,213 13,363 850 6.4% 120 0.9% 1% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,766
2.618 14,332
1.618 14,066
1.000 13,901
0.618 13,800
HIGH 13,635
0.618 13,534
0.500 13,502
0.382 13,471
LOW 13,369
0.618 13,205
1.000 13,103
1.618 12,939
2.618 12,673
4.250 12,239
Fisher Pivots for day following 31-Jul-2007
Pivot 1 day 3 day
R1 13,502 13,514
PP 13,459 13,467
S1 13,415 13,419

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

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