mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 13,168 13,190 22 0.2% 13,400
High 13,265 13,281 16 0.1% 13,480
Low 13,109 13,161 52 0.4% 12,649
Close 13,230 13,199 -31 -0.2% 13,190
Range 156 120 -36 -23.1% 831
ATR 226 218 -8 -3.3% 0
Volume 50 72 22 44.0% 760
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,574 13,506 13,265
R3 13,454 13,386 13,232
R2 13,334 13,334 13,221
R1 13,266 13,266 13,210 13,300
PP 13,214 13,214 13,214 13,231
S1 13,146 13,146 13,188 13,180
S2 13,094 13,094 13,177
S3 12,974 13,026 13,166
S4 12,854 12,906 13,133
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 13,300 12,649 651 4.9% 262 2.0% 84% False False 92
10 13,810 12,649 1,161 8.8% 241 1.8% 47% False False 138
20 13,994 12,649 1,345 10.2% 243 1.8% 41% False False 99
40 14,213 12,649 1,564 11.8% 158 1.2% 35% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 13,791
2.618 13,595
1.618 13,475
1.000 13,401
0.618 13,355
HIGH 13,281
0.618 13,235
0.500 13,221
0.382 13,207
LOW 13,161
0.618 13,087
1.000 13,041
1.618 12,967
2.618 12,847
4.250 12,651
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 13,221 13,164
PP 13,214 13,129
S1 13,206 13,094

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

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