mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 19-Jul-2007
Day Change Summary
Previous Current
18-Jul-2007 19-Jul-2007 Change Change % Previous Week
Open 13,998 14,026 28 0.2% 13,708
High 14,045 14,089 44 0.3% 14,012
Low 13,900 14,016 116 0.8% 13,540
Close 14,003 14,061 58 0.4% 13,973
Range 145 73 -72 -49.7% 472
ATR 137 133 -4 -2.6% 0
Volume 132,204 202,879 70,675 53.5% 699,145
Daily Pivots for day following 19-Jul-2007
Classic Woodie Camarilla DeMark
R4 14,274 14,241 14,101
R3 14,201 14,168 14,081
R2 14,128 14,128 14,075
R1 14,095 14,095 14,068 14,112
PP 14,055 14,055 14,055 14,064
S1 14,022 14,022 14,054 14,039
S2 13,982 13,982 14,048
S3 13,909 13,949 14,041
S4 13,836 13,876 14,021
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 15,258 15,087 14,233
R3 14,786 14,615 14,103
R2 14,314 14,314 14,060
R1 14,143 14,143 14,016 14,229
PP 13,842 13,842 13,842 13,884
S1 13,671 13,671 13,930 13,757
S2 13,370 13,370 13,887
S3 12,898 13,199 13,843
S4 12,426 12,727 13,714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,097 13,900 197 1.4% 107 0.8% 82% False False 143,464
10 14,097 13,540 557 4.0% 129 0.9% 94% False False 135,357
20 14,097 13,351 746 5.3% 140 1.0% 95% False False 151,164
40 14,097 13,315 782 5.6% 140 1.0% 95% False False 108,050
60 14,097 13,120 977 6.9% 119 0.8% 96% False False 72,073
80 14,097 12,411 1,686 12.0% 102 0.7% 98% False False 54,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,399
2.618 14,280
1.618 14,207
1.000 14,162
0.618 14,134
HIGH 14,089
0.618 14,061
0.500 14,053
0.382 14,044
LOW 14,016
0.618 13,971
1.000 13,943
1.618 13,898
2.618 13,825
4.250 13,706
Fisher Pivots for day following 19-Jul-2007
Pivot 1 day 3 day
R1 14,058 14,040
PP 14,055 14,019
S1 14,053 13,999

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

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