mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 13,461 13,233 -228 -1.7% 13,450
High 13,465 13,316 -149 -1.1% 13,610
Low 13,200 13,137 -63 -0.5% 13,200
Close 13,262 13,254 -8 -0.1% 13,262
Range 265 179 -86 -32.5% 410
ATR 200 199 -2 -0.8% 0
Volume 548 2,167 1,619 295.4% 2,114
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 13,773 13,692 13,353
R3 13,594 13,513 13,303
R2 13,415 13,415 13,287
R1 13,334 13,334 13,271 13,375
PP 13,236 13,236 13,236 13,256
S1 13,155 13,155 13,238 13,196
S2 13,057 13,057 13,221
S3 12,878 12,976 13,205
S4 12,699 12,797 13,156
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 13,137 473 3.6% 189 1.4% 25% False True 856
10 13,610 13,137 473 3.6% 182 1.4% 25% False True 500
20 13,610 12,649 961 7.3% 198 1.5% 63% False False 313
40 14,213 12,649 1,564 11.8% 195 1.5% 39% False False 192
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,077
2.618 13,785
1.618 13,606
1.000 13,495
0.618 13,427
HIGH 13,316
0.618 13,248
0.500 13,227
0.382 13,206
LOW 13,137
0.618 13,027
1.000 12,958
1.618 12,848
2.618 12,669
4.250 12,376
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 13,245 13,324
PP 13,236 13,300
S1 13,227 13,277

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

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