mini-sized Dow ($5) Future December 2007

Trading Metrics calculated at close of trading on 24-Aug-2007

Day Change Summary
	Previous	Current
	23-Aug-2007	24-Aug-2007	Change	Change %	Previous Week
Open	13,400	13,320	-80	-0.6%	13,168
High	13,455	13,507	52	0.4%	13,507
Low	13,288	13,320	32	0.2%	13,109
Close	13,344	13,493	149	1.1%	13,493
Range	167	187	20	12.0%	398
ATR	211	209	-2	-0.8%	0
Volume	64	192	128	200.0%	516

Daily Pivots for day following 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,001	13,934	13,596
R3	13,814	13,747	13,545
R2	13,627	13,627	13,527
R1	13,560	13,560	13,510	13,594
PP	13,440	13,440	13,440	13,457
S1	13,373	13,373	13,476	13,407
S2	13,253	13,253	13,459
S3	13,066	13,186	13,442
S4	12,879	12,999	13,390

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,564	14,426	13,712
R3	14,166	14,028	13,603
R2	13,768	13,768	13,566
R1	13,630	13,630	13,530	13,699
PP	13,370	13,370	13,370	13,404
S1	13,232	13,232	13,457	13,301
S2	12,972	12,972	13,420
S3	12,574	12,834	13,384
S4	12,176	12,436	13,274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,507	13,109	398	2.9%	147	1.1%	96%	True	False	103
10	13,507	12,649	858	6.4%	213	1.6%	98%	True	False	127
20	13,810	12,649	1,161	8.6%	229	1.7%	73%	False	False	108
40	14,213	12,649	1,564	11.6%	164	1.2%	54%	False	False	70

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	14,302
2.618	13,997
1.618	13,810
1.000	13,694
0.618	13,623
HIGH	13,507
0.618	13,436
0.500	13,414
0.382	13,392
LOW	13,320
0.618	13,205
1.000	13,133
1.618	13,018
2.618	12,831
4.250	12,525

Fisher Pivots for day following 24-Aug-2007
Pivot	1 day	3 day
R1	13,467	13,455
PP	13,440	13,417
S1	13,414	13,379

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols