mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 13,160 12,915 -245 -1.9% 13,359
High 13,247 13,013 -234 -1.8% 13,810
Low 12,990 12,649 -341 -2.6% 13,184
Close 13,010 13,029 19 0.1% 13,330
Range 257 364 107 41.6% 626
ATR 206 217 11 5.5% 0
Volume 57 112 55 96.5% 600
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,989 13,873 13,229
R3 13,625 13,509 13,129
R2 13,261 13,261 13,096
R1 13,145 13,145 13,062 13,203
PP 12,897 12,897 12,897 12,926
S1 12,781 12,781 12,996 12,839
S2 12,533 12,533 12,962
S3 12,169 12,417 12,929
S4 11,805 12,053 12,829
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 15,319 14,951 13,674
R3 14,693 14,325 13,502
R2 14,067 14,067 13,445
R1 13,699 13,699 13,388 13,570
PP 13,441 13,441 13,441 13,377
S1 13,073 13,073 13,273 12,944
S2 12,815 12,815 13,215
S3 12,189 12,447 13,158
S4 11,563 11,821 12,986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,480 12,649 831 6.4% 252 1.9% 46% False True 176
10 13,810 12,649 1,161 8.9% 261 2.0% 33% False True 121
20 14,131 12,649 1,482 11.4% 228 1.8% 26% False True 90
40 14,213 12,649 1,564 12.0% 144 1.1% 24% False True 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 14,560
2.618 13,966
1.618 13,602
1.000 13,377
0.618 13,238
HIGH 13,013
0.618 12,874
0.500 12,831
0.382 12,788
LOW 12,649
0.618 12,424
1.000 12,285
1.618 12,060
2.618 11,696
4.250 11,102
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 12,963 13,027
PP 12,897 13,024
S1 12,831 13,022

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

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