mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 13,595 13,240 -355 -2.6% 14,050
High 13,635 13,524 -111 -0.8% 14,131
Low 13,369 13,240 -129 -1.0% 13,363
Close 13,372 13,496 124 0.9% 13,380
Range 266 284 18 6.8% 768
ATR 150 160 10 6.3% 0
Volume 48 79 31 64.6% 279
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,272 14,168 13,652
R3 13,988 13,884 13,574
R2 13,704 13,704 13,548
R1 13,600 13,600 13,522 13,652
PP 13,420 13,420 13,420 13,446
S1 13,316 13,316 13,470 13,368
S2 13,136 13,136 13,444
S3 12,852 13,032 13,418
S4 12,568 12,748 13,340
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 13,850 13,240 610 4.5% 266 2.0% 42% False True 63
10 14,213 13,240 973 7.2% 192 1.4% 26% False True 54
20 14,213 13,240 973 7.2% 134 1.0% 26% False True 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,731
2.618 14,268
1.618 13,984
1.000 13,808
0.618 13,700
HIGH 13,524
0.618 13,416
0.500 13,382
0.382 13,349
LOW 13,240
0.618 13,065
1.000 12,956
1.618 12,781
2.618 12,497
4.250 12,033
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 13,458 13,477
PP 13,420 13,457
S1 13,382 13,438

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

View Archives - Comment on this page... - Back to Index of Symbols