mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 08-Aug-2007
Day Change Summary
Previous Current
07-Aug-2007 08-Aug-2007 Change Change % Previous Week
Open 13,522 13,686 164 1.2% 13,399
High 13,733 13,810 77 0.6% 13,655
Low 13,475 13,656 181 1.3% 13,240
Close 13,639 13,796 157 1.2% 13,359
Range 258 154 -104 -40.3% 415
ATR 183 182 -1 -0.5% 0
Volume 47 69 22 46.8% 300
Daily Pivots for day following 08-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,216 14,160 13,881
R3 14,062 14,006 13,838
R2 13,908 13,908 13,824
R1 13,852 13,852 13,810 13,880
PP 13,754 13,754 13,754 13,768
S1 13,698 13,698 13,782 13,726
S2 13,600 13,600 13,768
S3 13,446 13,544 13,754
S4 13,292 13,390 13,711
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 13,810 13,295 515 3.7% 228 1.6% 97% True False 56
10 13,850 13,240 610 4.4% 247 1.8% 91% False False 60
20 14,213 13,240 973 7.1% 176 1.3% 57% False False 52
Crabel Price Patterns
NR True
NR4 True
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 43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,465
2.618 14,213
1.618 14,059
1.000 13,964
0.618 13,905
HIGH 13,810
0.618 13,751
0.500 13,733
0.382 13,715
LOW 13,656
0.618 13,561
1.000 13,502
1.618 13,407
2.618 13,253
4.250 13,002
Fisher Pivots for day following 08-Aug-2007
Pivot 1 day 3 day
R1 13,775 13,715
PP 13,754 13,634
S1 13,733 13,553

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

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