mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 13,243 13,470 227 1.7% 13,287
High 13,513 13,650 137 1.0% 13,554
Low 13,203 13,386 183 1.4% 13,111
Close 13,471 13,548 77 0.6% 13,266
Range 310 264 -46 -14.8% 443
ATR 218 221 3 1.5% 0
Volume 267,711 273,405 5,694 2.1% 1,321,427
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,320 14,198 13,693
R3 14,056 13,934 13,621
R2 13,792 13,792 13,597
R1 13,670 13,670 13,572 13,731
PP 13,528 13,528 13,528 13,559
S1 13,406 13,406 13,524 13,467
S2 13,264 13,264 13,500
S3 13,000 13,142 13,476
S4 12,736 12,878 13,403
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,639 14,396 13,510
R3 14,196 13,953 13,388
R2 13,753 13,753 13,347
R1 13,510 13,510 13,307 13,410
PP 13,310 13,310 13,310 13,261
S1 13,067 13,067 13,226 12,967
S2 12,867 12,867 13,185
S3 12,424 12,624 13,144
S4 11,981 12,181 13,022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,650 13,111 539 4.0% 286 2.1% 81% True False 273,042
10 13,886 13,111 775 5.7% 291 2.1% 56% False False 264,158
20 14,097 13,111 986 7.3% 223 1.6% 44% False False 206,691
40 14,097 13,111 986 7.3% 183 1.3% 44% False False 176,435
60 14,097 13,111 986 7.3% 161 1.2% 44% False False 123,405
80 14,097 12,782 1,315 9.7% 140 1.0% 58% False False 92,567
100 14,097 12,320 1,777 13.1% 120 0.9% 69% False False 74,055
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 64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,772
2.618 14,341
1.618 14,077
1.000 13,914
0.618 13,813
HIGH 13,650
0.618 13,549
0.500 13,518
0.382 13,487
LOW 13,386
0.618 13,223
1.000 13,122
1.618 12,959
2.618 12,695
4.250 12,264
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 13,538 13,508
PP 13,528 13,467
S1 13,518 13,427

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

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