mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 13,190 13,260 70 0.5% 13,400
High 13,281 13,355 74 0.6% 13,480
Low 13,161 13,250 89 0.7% 12,649
Close 13,199 13,357 158 1.2% 13,190
Range 120 105 -15 -12.5% 831
ATR 218 214 -4 -2.0% 0
Volume 72 138 66 91.7% 760
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,636 13,601 13,415
R3 13,531 13,496 13,386
R2 13,426 13,426 13,376
R1 13,391 13,391 13,367 13,409
PP 13,321 13,321 13,321 13,329
S1 13,286 13,286 13,348 13,304
S2 13,216 13,216 13,338
S3 13,111 13,181 13,328
S4 13,006 13,076 13,299
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 13,355 12,649 706 5.3% 232 1.7% 100% True False 108
10 13,710 12,649 1,061 7.9% 237 1.8% 67% False False 145
20 13,850 12,649 1,201 9.0% 242 1.8% 59% False False 102
40 14,213 12,649 1,564 11.7% 159 1.2% 45% False False 64
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 13,801
2.618 13,630
1.618 13,525
1.000 13,460
0.618 13,420
HIGH 13,355
0.618 13,315
0.500 13,303
0.382 13,290
LOW 13,250
0.618 13,185
1.000 13,145
1.618 13,080
2.618 12,975
4.250 12,804
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 13,339 13,315
PP 13,321 13,274
S1 13,303 13,232

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

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