mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 13,402 13,744 342 2.6% 13,149
High 13,751 13,865 114 0.8% 13,482
Low 13,375 13,736 361 2.7% 13,035
Close 13,739 13,801 62 0.5% 13,454
Range 376 129 -247 -65.7% 447
ATR 205 200 -5 -2.6% 0
Volume 42,029 39,704 -2,325 -5.5% 769,223
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,188 14,123 13,872
R3 14,059 13,994 13,837
R2 13,930 13,930 13,825
R1 13,865 13,865 13,813 13,898
PP 13,801 13,801 13,801 13,817
S1 13,736 13,736 13,789 13,769
S2 13,672 13,672 13,777
S3 13,543 13,607 13,766
S4 13,414 13,478 13,730
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,665 14,506 13,700
R3 14,218 14,059 13,577
R2 13,771 13,771 13,536
R1 13,612 13,612 13,495 13,692
PP 13,324 13,324 13,324 13,363
S1 13,165 13,165 13,413 13,245
S2 12,877 12,877 13,372
S3 12,430 12,718 13,331
S4 11,983 12,271 13,208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,865 13,303 562 4.1% 184 1.3% 89% True False 64,411
10 13,865 13,035 830 6.0% 180 1.3% 92% True False 120,383
20 13,865 13,035 830 6.0% 184 1.3% 92% True False 135,384
40 13,886 12,555 1,331 9.6% 235 1.7% 94% False False 205,231
60 14,097 12,555 1,542 11.2% 203 1.5% 81% False False 184,594
80 14,097 12,555 1,542 11.2% 190 1.4% 81% False False 162,122
100 14,097 12,555 1,542 11.2% 169 1.2% 81% False False 129,727
120 14,097 12,545 1,552 11.2% 149 1.1% 81% False False 108,109
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 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,413
2.618 14,203
1.618 14,074
1.000 13,994
0.618 13,945
HIGH 13,865
0.618 13,816
0.500 13,801
0.382 13,785
LOW 13,736
0.618 13,656
1.000 13,607
1.618 13,527
2.618 13,398
4.250 13,188
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 13,801 13,740
PP 13,801 13,679
S1 13,801 13,618

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

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