mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 20-Aug-2007
Day Change Summary
Previous Current
17-Aug-2007 20-Aug-2007 Change Change % Previous Week
Open 12,887 13,168 281 2.2% 13,400
High 13,300 13,265 -35 -0.3% 13,480
Low 12,887 13,109 222 1.7% 12,649
Close 13,190 13,230 40 0.3% 13,190
Range 413 156 -257 -62.2% 831
ATR 231 226 -5 -2.3% 0
Volume 172 50 -122 -70.9% 760
Daily Pivots for day following 20-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,669 13,606 13,316
R3 13,513 13,450 13,273
R2 13,357 13,357 13,259
R1 13,294 13,294 13,244 13,326
PP 13,201 13,201 13,201 13,217
S1 13,138 13,138 13,216 13,170
S2 13,045 13,045 13,202
S3 12,889 12,982 13,187
S4 12,733 12,826 13,144
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 15,599 15,226 13,647
R3 14,768 14,395 13,419
R2 13,937 13,937 13,342
R1 13,564 13,564 13,266 13,335
PP 13,106 13,106 13,106 12,992
S1 12,733 12,733 13,114 12,504
S2 12,275 12,275 13,038
S3 11,444 11,902 12,962
S4 10,613 11,071 12,733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,394 12,649 745 5.6% 285 2.2% 78% False False 91
10 13,810 12,649 1,161 8.8% 255 1.9% 50% False False 136
20 14,100 12,649 1,451 11.0% 248 1.9% 40% False False 98
40 14,213 12,649 1,564 11.8% 155 1.2% 37% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,928
2.618 13,674
1.618 13,518
1.000 13,421
0.618 13,362
HIGH 13,265
0.618 13,206
0.500 13,187
0.382 13,169
LOW 13,109
0.618 13,013
1.000 12,953
1.618 12,857
2.618 12,701
4.250 12,446
Fisher Pivots for day following 20-Aug-2007
Pivot 1 day 3 day
R1 13,216 13,145
PP 13,201 13,060
S1 13,187 12,975

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

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