mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 13,240 13,537 297 2.2% 14,050
High 13,524 13,601 77 0.6% 14,131
Low 13,240 13,499 259 2.0% 13,363
Close 13,496 13,621 125 0.9% 13,380
Range 284 102 -182 -64.1% 768
ATR 160 156 -4 -2.5% 0
Volume 79 92 13 16.5% 279
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,880 13,852 13,677
R3 13,778 13,750 13,649
R2 13,676 13,676 13,640
R1 13,648 13,648 13,630 13,662
PP 13,574 13,574 13,574 13,581
S1 13,546 13,546 13,612 13,560
S2 13,472 13,472 13,602
S3 13,370 13,444 13,593
S4 13,268 13,342 13,565
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 13,665 13,240 425 3.1% 225 1.6% 90% False False 67
10 14,131 13,240 891 6.5% 196 1.4% 43% False False 60
20 14,213 13,240 973 7.1% 139 1.0% 39% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,035
2.618 13,868
1.618 13,766
1.000 13,703
0.618 13,664
HIGH 13,601
0.618 13,562
0.500 13,550
0.382 13,538
LOW 13,499
0.618 13,436
1.000 13,397
1.618 13,334
2.618 13,232
4.250 13,066
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 13,597 13,560
PP 13,574 13,499
S1 13,550 13,438

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

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