mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 13,400 13,168 -232 -1.7% 13,168
High 13,400 13,407 7 0.1% 13,507
Low 13,168 13,146 -22 -0.2% 13,109
Close 13,182 13,400 218 1.7% 13,493
Range 232 261 29 12.5% 398
ATR 206 210 4 1.9% 0
Volume 88 117 29 33.0% 516
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,101 14,011 13,544
R3 13,840 13,750 13,472
R2 13,579 13,579 13,448
R1 13,489 13,489 13,424 13,534
PP 13,318 13,318 13,318 13,340
S1 13,228 13,228 13,376 13,273
S2 13,057 13,057 13,352
S3 12,796 12,967 13,328
S4 12,535 12,706 13,257
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 13,146 361 2.7% 190 1.4% 70% False True 121
10 13,507 12,649 858 6.4% 211 1.6% 88% False False 115
20 13,810 12,649 1,161 8.7% 223 1.7% 65% False False 117
40 14,213 12,649 1,564 11.7% 178 1.3% 48% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,516
2.618 14,090
1.618 13,829
1.000 13,668
0.618 13,568
HIGH 13,407
0.618 13,307
0.500 13,277
0.382 13,246
LOW 13,146
0.618 12,985
1.000 12,885
1.618 12,724
2.618 12,463
4.250 12,037
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 13,359 13,376
PP 13,318 13,351
S1 13,277 13,327

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

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