mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 13,372 13,450 78 0.6% 13,452
High 13,547 13,610 63 0.5% 13,547
Low 13,372 13,406 34 0.3% 13,146
Close 13,460 13,555 95 0.7% 13,460
Range 175 204 29 16.6% 401
ATR 201 201 0 0.1% 0
Volume 149 260 111 74.5% 722
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,136 14,049 13,667
R3 13,932 13,845 13,611
R2 13,728 13,728 13,593
R1 13,641 13,641 13,574 13,685
PP 13,524 13,524 13,524 13,545
S1 13,437 13,437 13,536 13,481
S2 13,320 13,320 13,518
S3 13,116 13,233 13,499
S4 12,912 13,029 13,443
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,587 14,425 13,681
R3 14,186 14,024 13,570
R2 13,785 13,785 13,534
R1 13,623 13,623 13,497 13,704
PP 13,384 13,384 13,384 13,425
S1 13,222 13,222 13,423 13,303
S2 12,983 12,983 13,387
S3 12,582 12,821 13,350
S4 12,181 12,420 13,240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,610 13,146 464 3.4% 196 1.4% 88% True False 167
10 13,610 13,146 464 3.4% 166 1.2% 88% True False 144
20 13,810 12,649 1,161 8.6% 211 1.6% 78% False False 140
40 14,213 12,649 1,564 11.5% 188 1.4% 58% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,477
2.618 14,144
1.618 13,940
1.000 13,814
0.618 13,736
HIGH 13,610
0.618 13,532
0.500 13,508
0.382 13,484
LOW 13,406
0.618 13,280
1.000 13,202
1.618 13,076
2.618 12,872
4.250 12,539
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 13,539 13,524
PP 13,524 13,493
S1 13,508 13,463

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

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