mini-sized Dow ($5) Future December 2007

Trading Metrics calculated at close of trading on 07-Sep-2007

Day Change Summary
	Previous	Current
	06-Sep-2007	07-Sep-2007	Change	Change %	Previous Week
Open	13,430	13,461	31	0.2%	13,450
High	13,510	13,465	-45	-0.3%	13,610
Low	13,395	13,200	-195	-1.5%	13,200
Close	13,476	13,262	-214	-1.6%	13,262
Range	115	265	150	130.4%	410
ATR	194	200	6	3.0%	0
Volume	480	548	68	14.2%	2,114

Daily Pivots for day following 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,104	13,948	13,408
R3	13,839	13,683	13,335
R2	13,574	13,574	13,311
R1	13,418	13,418	13,286	13,364
PP	13,309	13,309	13,309	13,282
S1	13,153	13,153	13,238	13,099
S2	13,044	13,044	13,214
S3	12,779	12,888	13,189
S4	12,514	12,623	13,116

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	14,587	14,335	13,488
R3	14,177	13,925	13,375
R2	13,767	13,767	13,337
R1	13,515	13,515	13,300	13,436
PP	13,357	13,357	13,357	13,318
S1	13,105	13,105	13,225	13,026
S2	12,947	12,947	13,187
S3	12,537	12,695	13,149
S4	12,127	12,285	13,037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,610	13,200	410	3.1%	188	1.4%	15%	False	True	452
10	13,610	13,146	464	3.5%	183	1.4%	25%	False	False	302
20	13,610	12,649	961	7.2%	203	1.5%	64%	False	False	220
40	14,213	12,649	1,564	11.8%	191	1.4%	39%	False	False	139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	14,591
2.618	14,159
1.618	13,894
1.000	13,730
0.618	13,629
HIGH	13,465
0.618	13,364
0.500	13,333
0.382	13,301
LOW	13,200
0.618	13,036
1.000	12,935
1.618	12,771
2.618	12,506
4.250	12,074

Fisher Pivots for day following 07-Sep-2007
Pivot	1 day	3 day
R1	13,333	13,373
PP	13,309	13,336
S1	13,286	13,299

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