mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 13,400 13,378 -22 -0.2% 13,359
High 13,480 13,394 -86 -0.6% 13,810
Low 13,353 13,159 -194 -1.5% 13,184
Close 13,346 13,179 -167 -1.3% 13,330
Range 127 235 108 85.0% 626
ATR 200 202 3 1.3% 0
Volume 355 64 -291 -82.0% 600
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,949 13,799 13,308
R3 13,714 13,564 13,244
R2 13,479 13,479 13,222
R1 13,329 13,329 13,201 13,287
PP 13,244 13,244 13,244 13,223
S1 13,094 13,094 13,158 13,052
S2 13,009 13,009 13,136
S3 12,774 12,859 13,115
S4 12,539 12,624 13,050
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 15,319 14,951 13,674
R3 14,693 14,325 13,502
R2 14,067 14,067 13,445
R1 13,699 13,699 13,388 13,570
PP 13,441 13,441 13,441 13,377
S1 13,073 13,073 13,273 12,944
S2 12,815 12,815 13,215
S3 12,189 12,447 13,158
S4 11,563 11,821 12,986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,810 13,159 651 4.9% 221 1.7% 3% False True 184
10 13,810 13,159 651 4.9% 237 1.8% 3% False True 121
20 14,213 13,159 1,054 8.0% 204 1.6% 2% False True 89
40 14,213 13,159 1,054 8.0% 136 1.0% 2% False True 50
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 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,393
2.618 14,009
1.618 13,774
1.000 13,629
0.618 13,539
HIGH 13,394
0.618 13,304
0.500 13,277
0.382 13,249
LOW 13,159
0.618 13,014
1.000 12,924
1.618 12,779
2.618 12,544
4.250 12,160
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 13,277 13,320
PP 13,244 13,273
S1 13,212 13,226

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

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