mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 13,260 13,400 140 1.1% 13,400
High 13,355 13,455 100 0.7% 13,480
Low 13,250 13,288 38 0.3% 12,649
Close 13,357 13,344 -13 -0.1% 13,190
Range 105 167 62 59.0% 831
ATR 214 211 -3 -1.6% 0
Volume 138 64 -74 -53.6% 760
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,863 13,771 13,436
R3 13,696 13,604 13,390
R2 13,529 13,529 13,375
R1 13,437 13,437 13,359 13,400
PP 13,362 13,362 13,362 13,344
S1 13,270 13,270 13,329 13,233
S2 13,195 13,195 13,314
S3 13,028 13,103 13,298
S4 12,861 12,936 13,252
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 13,455 12,887 568 4.3% 192 1.4% 80% True False 99
10 13,480 12,649 831 6.2% 222 1.7% 84% False False 138
20 13,810 12,649 1,161 8.7% 235 1.8% 60% False False 102
40 14,213 12,649 1,564 11.7% 163 1.2% 44% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 14,165
2.618 13,892
1.618 13,725
1.000 13,622
0.618 13,558
HIGH 13,455
0.618 13,391
0.500 13,372
0.382 13,352
LOW 13,288
0.618 13,185
1.000 13,121
1.618 13,018
2.618 12,851
4.250 12,578
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 13,372 13,332
PP 13,362 13,320
S1 13,353 13,308

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

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