mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 13,450 13,540 90 0.7% 13,452
High 13,610 13,545 -65 -0.5% 13,547
Low 13,406 13,365 -41 -0.3% 13,146
Close 13,555 13,441 -114 -0.8% 13,460
Range 204 180 -24 -11.8% 401
ATR 201 200 -1 -0.4% 0
Volume 260 826 566 217.7% 722
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,990 13,896 13,540
R3 13,810 13,716 13,491
R2 13,630 13,630 13,474
R1 13,536 13,536 13,458 13,493
PP 13,450 13,450 13,450 13,429
S1 13,356 13,356 13,425 13,313
S2 13,270 13,270 13,408
S3 13,090 13,176 13,392
S4 12,910 12,996 13,342
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 3.5% 186 1.4% 64% False False 314
10 13,610 13,146 464 3.5% 172 1.3% 64% False False 220
20 13,810 12,649 1,161 8.6% 207 1.5% 68% False False 179
40 14,213 12,649 1,564 11.6% 190 1.4% 51% False False 114
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,310
2.618 14,016
1.618 13,836
1.000 13,725
0.618 13,656
HIGH 13,545
0.618 13,476
0.500 13,455
0.382 13,434
LOW 13,365
0.618 13,254
1.000 13,185
1.618 13,074
2.618 12,894
4.250 12,600
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 13,455 13,488
PP 13,450 13,472
S1 13,446 13,457

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

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