mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 12,915 12,887 -28 -0.2% 13,400
High 13,013 13,300 287 2.2% 13,480
Low 12,649 12,887 238 1.9% 12,649
Close 13,029 13,190 161 1.2% 13,190
Range 364 413 49 13.5% 831
ATR 217 231 14 6.4% 0
Volume 112 172 60 53.6% 760
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,365 14,190 13,417
R3 13,952 13,777 13,304
R2 13,539 13,539 13,266
R1 13,364 13,364 13,228 13,452
PP 13,126 13,126 13,126 13,169
S1 12,951 12,951 13,152 13,039
S2 12,713 12,713 13,114
S3 12,300 12,538 13,077
S4 11,887 12,125 12,963
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 15,599 15,226 13,647
R3 14,768 14,395 13,419
R2 13,937 13,937 13,342
R1 13,564 13,564 13,266 13,335
PP 13,106 13,106 13,106 12,992
S1 12,733 12,733 13,114 12,504
S2 12,275 12,275 13,038
S3 11,444 11,902 12,962
S4 10,613 11,071 12,733
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 6.3% 279 2.1% 65% False False 152
10 13,810 12,649 1,161 8.8% 271 2.1% 47% False False 136
20 14,131 12,649 1,482 11.2% 245 1.9% 37% False False 96
40 14,213 12,649 1,564 11.9% 152 1.2% 35% False False 58
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 45
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 15,055
2.618 14,381
1.618 13,968
1.000 13,713
0.618 13,555
HIGH 13,300
0.618 13,142
0.500 13,094
0.382 13,045
LOW 12,887
0.618 12,632
1.000 12,474
1.618 12,219
2.618 11,806
4.250 11,132
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 13,158 13,118
PP 13,126 13,046
S1 13,094 12,975

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

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