mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 24-May-2007
Day Change Summary
Previous Current
23-May-2007 24-May-2007 Change Change % Previous Week
Open 13,713 13,661 -52 -0.4% 13,510
High 13,755 13,772 17 0.1% 13,724
Low 13,654 13,573 -81 -0.6% 13,459
Close 13,679 13,601 -78 -0.6% 13,717
Range 101 199 98 97.0% 265
ATR 80 89 8 10.6% 0
Volume 134 250 116 86.6% 1,148
Daily Pivots for day following 24-May-2007
Classic Woodie Camarilla DeMark
R4 14,246 14,122 13,711
R3 14,047 13,923 13,656
R2 13,848 13,848 13,638
R1 13,724 13,724 13,619 13,687
PP 13,649 13,649 13,649 13,630
S1 13,525 13,525 13,583 13,488
S2 13,450 13,450 13,565
S3 13,251 13,326 13,546
S4 13,052 13,127 13,492
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 14,428 14,338 13,863
R3 14,163 14,073 13,790
R2 13,898 13,898 13,766
R1 13,808 13,808 13,741 13,853
PP 13,633 13,633 13,633 13,656
S1 13,543 13,543 13,693 13,588
S2 13,368 13,368 13,669
S3 13,103 13,278 13,644
S4 12,838 13,013 13,571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,772 13,573 199 1.5% 98 0.7% 14% True True 183
10 13,772 13,378 394 2.9% 98 0.7% 57% True False 197
20 13,772 13,190 582 4.3% 84 0.6% 71% True False 134
40 13,772 12,517 1,255 9.2% 66 0.5% 86% True False 76
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 24
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 14,618
2.618 14,293
1.618 14,094
1.000 13,971
0.618 13,895
HIGH 13,772
0.618 13,696
0.500 13,673
0.382 13,649
LOW 13,573
0.618 13,450
1.000 13,374
1.618 13,251
2.618 13,052
4.250 12,727
Fisher Pivots for day following 24-May-2007
Pivot 1 day 3 day
R1 13,673 13,673
PP 13,649 13,649
S1 13,625 13,625

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

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