mini-sized Dow ($5) Future December 2007

Trading Metrics calculated at close of trading on 27-Aug-2007

Day Change Summary
	Previous	Current
	24-Aug-2007	27-Aug-2007	Change	Change %	Previous Week
Open	13,320	13,452	132	1.0%	13,168
High	13,507	13,507	0	0.0%	13,507
Low	13,320	13,407	87	0.7%	13,109
Close	13,493	13,442	-51	-0.4%	13,493
Range	187	100	-87	-46.5%	398
ATR	209	201	-8	-3.7%	0
Volume	192	146	-46	-24.0%	516

Daily Pivots for day following 27-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	13,752	13,697	13,497
R3	13,652	13,597	13,470
R2	13,552	13,552	13,460
R1	13,497	13,497	13,451	13,475
PP	13,452	13,452	13,452	13,441
S1	13,397	13,397	13,433	13,375
S2	13,352	13,352	13,424
S3	13,252	13,297	13,415
S4	13,152	13,197	13,387

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	13,161	346	2.6%	136	1.0%	81%	True	False	122
10	13,507	12,649	858	6.4%	211	1.6%	92%	True	False	106
20	13,810	12,649	1,161	8.6%	225	1.7%	68%	False	False	113
40	14,213	12,649	1,564	11.6%	167	1.2%	51%	False	False	73

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	13,932
2.618	13,769
1.618	13,669
1.000	13,607
0.618	13,569
HIGH	13,507
0.618	13,469
0.500	13,457
0.382	13,445
LOW	13,407
0.618	13,345
1.000	13,307
1.618	13,245
2.618	13,145
4.250	12,982

Fisher Pivots for day following 27-Aug-2007
Pivot	1 day	3 day
R1	13,457	13,427
PP	13,452	13,412
S1	13,447	13,398

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