mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 13,168 13,400 232 1.8% 13,168
High 13,407 13,423 16 0.1% 13,507
Low 13,146 13,315 169 1.3% 13,109
Close 13,400 13,370 -30 -0.2% 13,493
Range 261 108 -153 -58.6% 398
ATR 210 203 -7 -3.5% 0
Volume 117 222 105 89.7% 516
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 13,693 13,640 13,430
R3 13,585 13,532 13,400
R2 13,477 13,477 13,390
R1 13,424 13,424 13,380 13,397
PP 13,369 13,369 13,369 13,356
S1 13,316 13,316 13,360 13,289
S2 13,261 13,261 13,350
S3 13,153 13,208 13,340
S4 13,045 13,100 13,311
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 14,564 14,426 13,712
R3 14,166 14,028 13,603
R2 13,768 13,768 13,566
R1 13,630 13,630 13,530 13,699
PP 13,370 13,370 13,370 13,404
S1 13,232 13,232 13,457 13,301
S2 12,972 12,972 13,420
S3 12,574 12,834 13,384
S4 12,176 12,436 13,274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,507 13,146 361 2.7% 178 1.3% 62% False False 153
10 13,507 12,887 620 4.6% 185 1.4% 78% False False 126
20 13,810 12,649 1,161 8.7% 223 1.7% 62% False False 123
40 14,213 12,649 1,564 11.7% 181 1.4% 46% False False 84
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 24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,882
2.618 13,706
1.618 13,598
1.000 13,531
0.618 13,490
HIGH 13,423
0.618 13,382
0.500 13,369
0.382 13,356
LOW 13,315
0.618 13,248
1.000 13,207
1.618 13,140
2.618 13,032
4.250 12,856
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 13,370 13,342
PP 13,369 13,313
S1 13,369 13,285

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

View Archives - Comment on this page... - Back to Index of Symbols