mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 13,624 13,359 -265 -1.9% 13,399
High 13,655 13,605 -50 -0.4% 13,655
Low 13,341 13,295 -46 -0.3% 13,240
Close 13,359 13,562 203 1.5% 13,359
Range 314 310 -4 -1.3% 415
ATR 167 178 10 6.1% 0
Volume 26 49 23 88.5% 300
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,417 14,300 13,733
R3 14,107 13,990 13,647
R2 13,797 13,797 13,619
R1 13,680 13,680 13,591 13,739
PP 13,487 13,487 13,487 13,517
S1 13,370 13,370 13,534 13,429
S2 13,177 13,177 13,505
S3 12,867 13,060 13,477
S4 12,557 12,750 13,392
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,663 14,426 13,587
R3 14,248 14,011 13,473
R2 13,833 13,833 13,435
R1 13,596 13,596 13,397 13,507
PP 13,418 13,418 13,418 13,374
S1 13,181 13,181 13,321 13,092
S2 13,003 13,003 13,283
S3 12,588 12,766 13,245
S4 12,173 12,351 13,131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,655 13,240 415 3.1% 255 1.9% 78% False False 58
10 14,100 13,240 860 6.3% 241 1.8% 37% False False 61
20 14,213 13,240 973 7.2% 166 1.2% 33% False False 47
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 41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,923
2.618 14,417
1.618 14,107
1.000 13,915
0.618 13,797
HIGH 13,605
0.618 13,487
0.500 13,450
0.382 13,414
LOW 13,295
0.618 13,104
1.000 12,985
1.618 12,794
2.618 12,484
4.250 11,978
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 13,525 13,533
PP 13,487 13,504
S1 13,450 13,475

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

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