mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 13,378 13,160 -218 -1.6% 13,359
High 13,394 13,247 -147 -1.1% 13,810
Low 13,159 12,990 -169 -1.3% 13,184
Close 13,179 13,010 -169 -1.3% 13,330
Range 235 257 22 9.4% 626
ATR 202 206 4 1.9% 0
Volume 64 57 -7 -10.9% 600
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,853 13,689 13,151
R3 13,596 13,432 13,081
R2 13,339 13,339 13,057
R1 13,175 13,175 13,034 13,129
PP 13,082 13,082 13,082 13,059
S1 12,918 12,918 12,987 12,872
S2 12,825 12,825 12,963
S3 12,568 12,661 12,939
S4 12,311 12,404 12,869
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 13,710 12,990 720 5.5% 241 1.9% 3% False True 182
10 13,810 12,990 820 6.3% 235 1.8% 2% False True 119
20 14,213 12,990 1,223 9.4% 213 1.6% 2% False True 86
40 14,213 12,990 1,223 9.4% 136 1.0% 2% False True 51
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 42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,339
2.618 13,920
1.618 13,663
1.000 13,504
0.618 13,406
HIGH 13,247
0.618 13,149
0.500 13,119
0.382 13,088
LOW 12,990
0.618 12,831
1.000 12,733
1.618 12,574
2.618 12,317
4.250 11,898
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 13,119 13,235
PP 13,082 13,160
S1 13,046 13,085

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

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